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 | 4.75% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 308'260 CHF | 43'101 CHF | 99.27% | 99.27% |
12.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 198'567 | 338'630 CHF | 46'787 CHF | 99.27% | 99.27% |
11.07.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 180'312 | 350'176 CHF | 43'768 CHF | 99.27% | 99.27% |
10.07.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 1'500'000 | 200'000 | 1'500'000 | 199'598 | 329'935 CHF | 45'891 CHF | 99.27% | 99.27% |
09.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 198'247 | 354'272 CHF | 48'786 CHF | 99.27% | 99.27% |
08.07.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 308'040 CHF | 43'072 CHF | 99.24% | 99.24% |
05.07.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 294'168 CHF | 41'222 CHF | 99.27% | 99.27% |
04.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 353'005 CHF | 49'067 CHF | 99.27% | 99.27% |
03.07.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 351'382 CHF | 48'851 CHF | 99.27% | 99.27% |
02.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 337'074 CHF | 46'943 CHF | 99.27% | 99.27% |