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 | 2.41% | 0.39 CHF | 0.40 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 411'320 CHF | 168'528 CHF | 97.30% | 97.30% |
12.07.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 441'356 CHF | 180'542 CHF | 99.44% | 99.44% |
11.07.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 384'978 CHF | 157'991 CHF | 98.97% | 98.97% |
10.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 356'384 CHF | 146'554 CHF | 99.29% | 99.29% |
09.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 357'674 CHF | 147'070 CHF | 98.98% | 98.98% |
08.07.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 368'166 CHF | 151'266 CHF | 99.46% | 99.46% |
05.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 355'812 CHF | 146'325 CHF | 99.42% | 99.42% |
04.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 350'000 CHF | 144'000 CHF | 99.53% | 99.53% |
03.07.2024 | 2.69% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 366'487 CHF | 150'595 CHF | 97.76% | 97.76% |
02.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 344'942 CHF | 141'977 CHF | 99.06% | 99.06% |