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 | 3.59% | 0.26 CHF | 0.27 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 273'898 CHF | 141'949 CHF | 97.28% | 97.28% |
12.07.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'925 | 300'293 CHF | 155'123 CHF | 99.41% | 99.41% |
11.07.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'434 | 255'859 CHF | 132'760 CHF | 99.23% | 99.23% |
10.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 230'007 CHF | 120'003 CHF | 99.30% | 99.30% |
09.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 230'951 CHF | 120'476 CHF | 98.96% | 98.96% |
08.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 238'566 CHF | 124'283 CHF | 99.40% | 99.40% |
05.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 227'991 CHF | 118'995 CHF | 99.38% | 99.38% |
04.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 222'104 CHF | 116'052 CHF | 99.53% | 99.53% |
03.07.2024 | 4.16% | 0.22 CHF | 0.23 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 235'567 CHF | 122'783 CHF | 97.76% | 97.76% |
02.07.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 220'249 CHF | 115'124 CHF | 99.04% | 99.04% |