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 | 6.03% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'292 CHF | 68'517 CHF | 99.56% | 99.56% |
12.07.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 904'521 | 304'521 | 171'503 CHF | 60'755 CHF | 99.50% | 99.50% |
11.07.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 156'573 CHF | 66'629 CHF | 99.13% | 99.13% |
10.07.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'275 CHF | 55'710 CHF | 99.60% | 99.60% |
09.07.2024 | 7.33% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'537 CHF | 56'615 CHF | 99.56% | 99.56% |
08.07.2024 | 5.94% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 991'525 | 391'525 | 162'729 CHF | 68'082 CHF | 99.58% | 99.58% |
05.07.2024 | 4.97% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 912'278 | 312'278 | 178'988 CHF | 64'259 CHF | 99.32% | 99.32% |
04.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 177'246 CHF | 62'082 CHF | 99.54% | 99.54% |
03.07.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 901'537 | 301'537 | 177'569 CHF | 62'399 CHF | 99.48% | 99.48% |
02.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 170'097 CHF | 72'039 CHF | 99.56% | 99.56% |