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 | 3.43% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 287'140 CHF | 118'856 CHF | 97.32% | 97.32% |
12.07.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 314'325 CHF | 129'730 CHF | 99.35% | 99.35% |
11.07.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 260'642 CHF | 108'257 CHF | 99.06% | 99.06% |
10.07.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 235'156 CHF | 98'062 CHF | 99.32% | 99.32% |
09.07.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'805 CHF | 99'922 CHF | 99.00% | 99.00% |
08.07.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 258'330 CHF | 107'332 CHF | 99.31% | 99.31% |
05.07.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 247'610 CHF | 103'044 CHF | 99.37% | 99.37% |
04.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 240'215 CHF | 100'086 CHF | 99.51% | 99.51% |
03.07.2024 | 3.76% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 260'970 CHF | 108'388 CHF | 97.77% | 97.77% |
02.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 241'533 CHF | 100'613 CHF | 99.05% | 99.05% |