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 | 2.53% | 0.39 CHF | 0.40 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 390'372 CHF | 40'037 CHF | 99.27% | 99.27% |
12.07.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 372'483 CHF | 38'248 CHF | 99.27% | 99.27% |
11.07.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 345'381 CHF | 35'538 CHF | 99.27% | 99.27% |
10.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 349'693 CHF | 35'969 CHF | 99.27% | 99.27% |
09.07.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 375'482 CHF | 38'548 CHF | 99.27% | 99.27% |
08.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 372'635 CHF | 38'264 CHF | 99.21% | 99.21% |
05.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 395'838 CHF | 40'584 CHF | 99.27% | 99.27% |
04.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 416'276 CHF | 42'628 CHF | 99.27% | 99.27% |
03.07.2024 | 2.70% | 0.41 CHF | 0.42 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 366'917 CHF | 37'692 CHF | 99.27% | 99.27% |
02.07.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 1'000'000 | 100'000 | 1'000'000 | 101'693 | 333'330 CHF | 34'891 CHF | 99.27% | 99.27% |