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 | 3.69% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 239'819 CHF | 82'940 CHF | 97.92% | 97.92% |
12.07.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 979'798 | 379'798 | 215'250 CHF | 87'078 CHF | 98.98% | 98.98% |
11.07.2024 | 5.33% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'085 CHF | 77'234 CHF | 97.27% | 97.27% |
10.07.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 171'254 CHF | 72'502 CHF | 89.30% | 89.30% |
09.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 179'742 CHF | 75'897 CHF | 99.35% | 99.35% |
08.07.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'882 CHF | 73'153 CHF | 97.53% | 97.53% |
05.07.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 180'780 CHF | 76'312 CHF | 96.89% | 96.89% |
04.07.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 182'730 CHF | 77'092 CHF | 99.36% | 99.36% |
03.07.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 189'079 CHF | 79'632 CHF | 97.90% | 97.90% |
02.07.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 181'635 CHF | 76'654 CHF | 94.53% | 94.53% |