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 | 2.49% | 0.38 CHF | 0.39 CHF | 1'000'000 | 150'000 | 1'000'000 | 129'387 | 397'253 CHF | 52'431 CHF | 99.27% | 99.27% |
12.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 1'000'000 | 100'000 | 1'000'000 | 114'862 | 413'638 CHF | 48'441 CHF | 99.27% | 99.27% |
11.07.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 1'000'000 | 100'000 | 1'000'000 | 146'963 | 383'190 CHF | 57'664 CHF | 99.27% | 99.27% |
10.07.2024 | 2.32% | 0.39 CHF | 0.40 CHF | 1'000'000 | 150'000 | 1'000'000 | 120'087 | 426'790 CHF | 52'238 CHF | 99.27% | 99.27% |
09.07.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 454'670 CHF | 46'467 CHF | 99.27% | 99.27% |
08.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 446'137 CHF | 45'614 CHF | 99.21% | 99.21% |
05.07.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 458'453 CHF | 46'845 CHF | 99.27% | 99.27% |
04.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 1'000'000 | 100'000 | 1'000'000 | 103'718 | 455'660 CHF | 48'239 CHF | 99.27% | 99.27% |
03.07.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1'000'000 | 150'000 | 1'000'000 | 137'189 | 434'388 CHF | 60'700 CHF | 99.27% | 99.27% |
02.07.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 424'674 CHF | 65'201 CHF | 99.27% | 99.27% |