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 | 4.84% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'144 | 202'491 CHF | 105'837 CHF | 97.29% | 97.29% |
12.07.2024 | 4.37% | 0.21 CHF | 0.22 CHF | 1'000'000 | 500'000 | 1'000'000 | 401'967 | 224'488 CHF | 94'230 CHF | 99.36% | 99.36% |
11.07.2024 | 5.37% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 467'245 | 181'906 CHF | 89'285 CHF | 99.26% | 99.26% |
10.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 159'044 CHF | 84'522 CHF | 99.29% | 99.29% |
09.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 168'053 CHF | 89'027 CHF | 98.96% | 98.96% |
08.07.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 467'115 | 179'191 CHF | 88'255 CHF | 99.42% | 99.42% |
05.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 169'819 CHF | 89'910 CHF | 99.36% | 99.36% |
04.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 170'000 CHF | 90'000 CHF | 99.53% | 99.53% |
03.07.2024 | 5.32% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 480'720 | 183'224 CHF | 92'756 CHF | 97.88% | 97.88% |
02.07.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'541 | 169'913 CHF | 89'865 CHF | 99.10% | 99.10% |