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 | 4.06% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 241'514 CHF | 100'606 CHF | 99.17% | 99.17% |
12.07.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 245'298 CHF | 102'119 CHF | 99.17% | 99.17% |
11.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 238'393 CHF | 99'357 CHF | 99.17% | 99.17% |
10.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 224'408 CHF | 93'763 CHF | 99.16% | 99.16% |
09.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 999'969 | 400'000 | 187'424 CHF | 78'972 CHF | 99.17% | 99.17% |
08.07.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'556 | 175'049 CHF | 75'918 CHF | 99.16% | 99.16% |
05.07.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 422'156 | 174'552 CHF | 77'809 CHF | 99.16% | 99.16% |
04.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 482'668 | 166'284 CHF | 85'022 CHF | 99.17% | 99.17% |
03.07.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'572 CHF | 81'786 CHF | 99.17% | 99.17% |
02.07.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'936 CHF | 79'968 CHF | 99.16% | 99.16% |