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 | 7.35% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'923 | 131'339 CHF | 56'786 CHF | 98.83% | 98.83% |
12.07.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 144'541 CHF | 61'816 CHF | 98.76% | 98.76% |
11.07.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 174'900 CHF | 61'300 CHF | 99.35% | 99.35% |
10.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 183'462 CHF | 64'154 CHF | 98.37% | 98.37% |
09.07.2024 | 5.10% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 929'795 | 329'795 | 177'687 CHF | 66'055 CHF | 97.75% | 97.75% |
08.07.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 165'671 CHF | 70'268 CHF | 97.51% | 97.51% |
05.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 152'039 CHF | 64'816 CHF | 98.30% | 98.30% |
04.07.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'737 CHF | 64'295 CHF | 94.21% | 94.21% |
03.07.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 155'930 CHF | 66'372 CHF | 99.40% | 99.40% |
02.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 180'962 CHF | 76'385 CHF | 99.04% | 99.04% |