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 | 4.33% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 908'630 | 308'630 | 205'566 CHF | 72'817 CHF | 99.30% | 99.30% |
12.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 215'865 CHF | 74'955 CHF | 99.37% | 99.37% |
11.07.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 912'227 | 312'227 | 222'657 CHF | 79'262 CHF | 99.23% | 99.23% |
10.07.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 215'938 CHF | 90'375 CHF | 99.38% | 99.38% |
09.07.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 204'915 CHF | 85'966 CHF | 99.37% | 99.37% |
08.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 210'511 CHF | 88'205 CHF | 99.40% | 99.40% |
05.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 189'511 CHF | 79'804 CHF | 99.33% | 99.33% |
04.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 185'723 CHF | 78'289 CHF | 99.37% | 99.37% |
03.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 180'501 CHF | 76'200 CHF | 99.39% | 99.39% |
02.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 190'027 CHF | 80'011 CHF | 99.38% | 99.38% |