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 | 5.00% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 175'615 CHF | 61'538 CHF | 95.44% | 95.44% |
12.07.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 908'422 | 308'422 | 173'034 CHF | 61'773 CHF | 99.34% | 99.34% |
11.07.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 996'965 | 396'965 | 170'939 CHF | 71'999 CHF | 99.13% | 99.13% |
10.07.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'218 CHF | 68'487 CHF | 99.40% | 99.40% |
09.07.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 175'712 CHF | 74'285 CHF | 99.33% | 99.33% |
08.07.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 953'080 | 353'080 | 175'962 CHF | 68'567 CHF | 99.36% | 99.36% |
05.07.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 194'992 CHF | 67'997 CHF | 99.28% | 99.28% |
04.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 200'796 CHF | 69'932 CHF | 99.37% | 99.37% |
03.07.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 192'028 CHF | 67'009 CHF | 99.38% | 99.38% |
02.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 205'971 CHF | 71'657 CHF | 99.29% | 99.29% |