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 | 4.40% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 222'516 CHF | 93'006 CHF | 98.85% | 98.85% |
12.07.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 209'227 CHF | 87'691 CHF | 98.86% | 98.86% |
11.07.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 164'318 CHF | 69'727 CHF | 99.29% | 99.29% |
10.07.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 157'665 CHF | 67'066 CHF | 98.47% | 98.47% |
09.07.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 174'194 CHF | 73'678 CHF | 97.72% | 97.72% |
08.07.2024 | 4.82% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 202'859 CHF | 85'144 CHF | 97.49% | 97.49% |
05.07.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 937'462 | 337'462 | 209'219 CHF | 78'486 CHF | 98.29% | 98.29% |
04.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 963'700 | 363'700 | 216'220 CHF | 85'116 CHF | 94.22% | 94.22% |
03.07.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 993'717 | 393'717 | 222'185 CHF | 91'944 CHF | 99.36% | 99.36% |
02.07.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 196'911 CHF | 82'765 CHF | 98.92% | 98.92% |