Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 999'962 | 399'962 | 259'684 CHF | 107'867 CHF | 98.85% | 98.85% |
12.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 261'465 CHF | 108'586 CHF | 98.65% | 98.65% |
11.07.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 279'052 CHF | 96'017 CHF | 97.86% | 97.86% |
10.07.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 288'070 CHF | 99'023 CHF | 99.07% | 99.07% |
09.07.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 292'022 CHF | 100'341 CHF | 99.00% | 99.00% |
08.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 288'584 CHF | 99'195 CHF | 98.92% | 98.92% |
05.07.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 294'382 CHF | 101'127 CHF | 99.17% | 99.17% |
04.07.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 290'080 CHF | 99'693 CHF | 99.37% | 99.37% |
03.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 312'619 CHF | 107'206 CHF | 98.93% | 98.93% |
02.07.2024 | 3.13% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 283'154 CHF | 97'385 CHF | 98.96% | 98.96% |