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 | 5.59% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 173'974 CHF | 73'590 CHF | 99.10% | 99.10% |
12.07.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 987'824 | 387'824 | 175'357 CHF | 72'684 CHF | 98.87% | 98.87% |
11.07.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'285 CHF | 68'514 CHF | 99.02% | 99.02% |
10.07.2024 | 6.23% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 156'106 CHF | 66'442 CHF | 99.08% | 99.08% |
09.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 152'151 CHF | 64'860 CHF | 99.13% | 99.13% |
08.07.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 195'411 CHF | 68'137 CHF | 99.11% | 99.11% |
05.07.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 206'520 CHF | 71'840 CHF | 98.73% | 98.73% |
04.07.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 204'012 CHF | 71'004 CHF | 98.79% | 98.79% |
03.07.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 196'047 CHF | 68'349 CHF | 97.64% | 97.64% |
02.07.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 932'970 | 332'970 | 179'399 CHF | 67'303 CHF | 99.16% | 99.16% |