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 | 5.28% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'282 | 184'815 CHF | 77'977 CHF | 99.24% | 99.24% |
12.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 189'965 CHF | 79'986 CHF | 98.76% | 98.76% |
11.07.2024 | 4.33% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 226'159 CHF | 94'464 CHF | 97.75% | 97.75% |
10.07.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 233'852 CHF | 97'541 CHF | 99.17% | 99.17% |
09.07.2024 | 4.14% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 236'851 CHF | 98'740 CHF | 99.06% | 99.06% |
08.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 231'384 CHF | 96'554 CHF | 98.72% | 98.72% |
05.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 238'682 CHF | 99'473 CHF | 98.80% | 98.80% |
04.07.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 237'621 CHF | 99'049 CHF | 99.36% | 99.36% |
03.07.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 257'718 CHF | 107'087 CHF | 98.82% | 98.82% |
02.07.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 230'130 CHF | 96'052 CHF | 98.99% | 98.99% |