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 | 3.57% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 247'647 CHF | 85'549 CHF | 99.54% | 99.54% |
12.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 286'851 CHF | 98'617 CHF | 96.04% | 96.04% |
11.07.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 270'053 CHF | 112'021 CHF | 98.43% | 98.43% |
10.07.2024 | 4.20% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 233'257 CHF | 97'303 CHF | 99.59% | 99.59% |
09.07.2024 | 4.61% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 211'984 CHF | 88'793 CHF | 98.00% | 98.00% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 200'050 CHF | 84'020 CHF | 99.23% | 99.23% |
05.07.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 217'668 CHF | 91'067 CHF | 99.55% | 99.55% |
04.07.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 229'058 CHF | 95'623 CHF | 99.34% | 99.34% |
03.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 213'599 CHF | 89'440 CHF | 99.35% | 99.35% |
02.07.2024 | 5.35% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 466'873 | 181'920 CHF | 89'474 CHF | 99.57% | 99.57% |