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 | 5.20% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 187'629 CHF | 79'052 CHF | 99.57% | 99.57% |
12.07.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 197'186 CHF | 82'875 CHF | 99.49% | 99.49% |
11.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 210'327 CHF | 88'131 CHF | 99.59% | 99.59% |
10.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 209'756 CHF | 87'903 CHF | 99.61% | 99.61% |
09.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 228'300 CHF | 95'320 CHF | 99.56% | 99.56% |
08.07.2024 | 4.28% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 978'567 | 378'567 | 224'232 CHF | 90'135 CHF | 99.57% | 99.57% |
05.07.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 211'040 CHF | 88'416 CHF | 99.59% | 99.59% |
04.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 219'554 CHF | 91'822 CHF | 99.58% | 99.58% |
03.07.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 224'754 CHF | 93'902 CHF | 99.53% | 99.53% |
02.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 983'151 | 383'151 | 230'055 CHF | 93'357 CHF | 99.59% | 99.59% |