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 | 7.67% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 955'267 | 355'267 | 120'013 CHF | 48'023 CHF | 98.26% | 98.26% |
12.07.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 979'364 | 379'364 | 134'713 CHF | 55'944 CHF | 97.07% | 97.07% |
11.07.2024 | 5.88% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 148'877 CHF | 52'626 CHF | 93.69% | 93.69% |
10.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 772'854 | 257'618 | 144'785 CHF | 50'838 CHF | 97.15% | 97.15% |
09.07.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'207 CHF | 51'902 CHF | 97.53% | 97.53% |
08.07.2024 | 5.58% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 868'812 | 289'604 | 151'260 CHF | 53'316 CHF | 99.55% | 99.55% |
05.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'001 CHF | 60'500 CHF | 98.10% | 98.10% |
04.07.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'403 CHF | 59'968 CHF | 99.37% | 99.37% |
03.07.2024 | 5.26% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 872'914 | 290'971 | 161'426 CHF | 56'718 CHF | 97.64% | 97.64% |
02.07.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 889'312 | 296'437 | 159'309 CHF | 56'067 CHF | 97.50% | 97.50% |