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 | 1.99% | 0.48 CHF | 0.49 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 498'450 CHF | 203'380 CHF | 97.28% | 97.28% |
12.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 530'760 CHF | 216'304 CHF | 99.29% | 99.29% |
11.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 900'000 | 300'000 | 909'266 | 309'266 | 425'942 CHF | 147'906 CHF | 99.10% | 99.10% |
10.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 437'590 CHF | 179'036 CHF | 99.31% | 99.31% |
09.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 997'089 | 397'089 | 437'560 CHF | 178'202 CHF | 99.00% | 99.00% |
08.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 1'000'000 | 400'000 | 915'336 | 315'336 | 414'419 CHF | 145'823 CHF | 99.43% | 99.43% |
05.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 985'485 | 385'485 | 431'098 CHF | 172'459 CHF | 99.37% | 99.37% |
04.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 430'562 CHF | 176'225 CHF | 99.52% | 99.52% |
03.07.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 1'000'000 | 400'000 | 910'155 | 310'155 | 410'411 CHF | 142'846 CHF | 97.79% | 97.79% |
02.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 1'000'000 | 400'000 | 997'418 | 397'418 | 425'392 CHF | 173'431 CHF | 99.04% | 99.04% |