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 | 6.19% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 157'210 CHF | 66'884 CHF | 98.71% | 98.71% |
12.07.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'686 | 300'686 | 180'705 CHF | 63'329 CHF | 95.75% | 95.75% |
11.07.2024 | 5.40% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 978'038 | 378'038 | 176'793 CHF | 71'846 CHF | 97.90% | 97.90% |
10.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 166'313 CHF | 70'525 CHF | 98.76% | 98.76% |
09.07.2024 | 5.82% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 167'220 CHF | 70'888 CHF | 99.04% | 99.04% |
08.07.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 176'432 CHF | 74'573 CHF | 96.83% | 96.83% |
05.07.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 187'652 CHF | 79'061 CHF | 95.06% | 95.06% |
04.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 169'119 CHF | 71'647 CHF | 95.92% | 95.92% |
03.07.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 146'689 CHF | 62'676 CHF | 98.55% | 98.55% |
02.07.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 152'913 CHF | 65'165 CHF | 98.70% | 98.70% |