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 | 2.92% | 0.32 CHF | 0.33 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'950 | 338'009 CHF | 146'280 CHF | 97.33% | 97.33% |
12.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 363'184 CHF | 149'274 CHF | 99.37% | 99.37% |
11.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 314'353 CHF | 129'741 CHF | 98.96% | 98.96% |
10.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 288'460 CHF | 119'384 CHF | 99.24% | 99.24% |
09.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 289'165 CHF | 119'666 CHF | 99.00% | 99.00% |
08.07.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 297'897 CHF | 123'159 CHF | 99.43% | 99.43% |
05.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 286'184 CHF | 118'474 CHF | 99.36% | 99.36% |
04.07.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 280'000 CHF | 116'000 CHF | 99.51% | 99.51% |
03.07.2024 | 3.34% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 294'820 CHF | 121'928 CHF | 97.77% | 97.77% |
02.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 275'955 CHF | 114'382 CHF | 99.03% | 99.03% |