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 | 4.37% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 224'372 CHF | 117'186 CHF | 97.22% | 97.22% |
12.07.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 243'132 CHF | 126'566 CHF | 99.41% | 99.41% |
11.07.2024 | 4.75% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 205'843 CHF | 107'922 CHF | 99.20% | 99.20% |
10.07.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 188'293 CHF | 99'147 CHF | 99.32% | 99.32% |
09.07.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 182'519 CHF | 96'260 CHF | 99.02% | 99.02% |
08.07.2024 | 5.14% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 189'530 CHF | 99'765 CHF | 99.36% | 99.36% |
05.07.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 178'811 CHF | 94'405 CHF | 99.33% | 99.33% |
04.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 180'000 CHF | 95'000 CHF | 99.51% | 99.51% |
03.07.2024 | 5.18% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 188'263 CHF | 99'131 CHF | 97.80% | 97.80% |
02.07.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 172'576 CHF | 91'288 CHF | 99.04% | 99.04% |