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 | 5.78% | 0.16 CHF | 0.17 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 168'727 CHF | 35'746 CHF | 99.27% | 99.27% |
12.07.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 180'375 CHF | 38'075 CHF | 99.27% | 99.27% |
11.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 199'512 CHF | 41'902 CHF | 99.27% | 99.27% |
10.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 200'542 CHF | 42'108 CHF | 99.27% | 99.27% |
09.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 194'148 CHF | 40'830 CHF | 99.27% | 99.27% |
08.07.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 211'111 CHF | 44'222 CHF | 99.21% | 99.21% |
05.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 227'582 CHF | 47'517 CHF | 99.27% | 99.27% |
04.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 221'690 CHF | 46'338 CHF | 99.27% | 99.27% |
03.07.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 224'298 CHF | 46'860 CHF | 99.27% | 99.27% |
02.07.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 217'163 CHF | 45'433 CHF | 99.26% | 99.26% |