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 | 4.45% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 219'930 CHF | 91'972 CHF | 99.58% | 99.58% |
12.07.2024 | 5.10% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 191'499 CHF | 80'600 CHF | 99.13% | 99.13% |
11.07.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 487'738 | 189'627 CHF | 97'185 CHF | 99.35% | 99.35% |
10.07.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 171'702 CHF | 90'851 CHF | 99.25% | 99.25% |
09.07.2024 | 6.11% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 158'757 CHF | 84'378 CHF | 99.34% | 99.34% |
08.07.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 154'577 CHF | 82'289 CHF | 99.59% | 99.59% |
05.07.2024 | 5.86% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'771 CHF | 87'885 CHF | 99.26% | 99.26% |
04.07.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 154'474 CHF | 82'237 CHF | 99.37% | 99.37% |
03.07.2024 | 7.26% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'305 CHF | 71'652 CHF | 99.24% | 99.24% |
02.07.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'941 CHF | 64'970 CHF | 99.37% | 99.37% |