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 | 4.92% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 198'210 CHF | 83'284 CHF | 99.58% | 99.58% |
12.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'537 CHF | 83'815 CHF | 96.34% | 96.34% |
11.07.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 184'917 CHF | 77'967 CHF | 91.13% | 91.13% |
10.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 152'122 CHF | 81'061 CHF | 99.58% | 99.58% |
09.07.2024 | 6.28% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 154'918 CHF | 82'459 CHF | 96.51% | 96.51% |
08.07.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'421 | 159'310 CHF | 84'551 CHF | 99.56% | 99.56% |
05.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'513 CHF | 80'257 CHF | 97.99% | 97.99% |
04.07.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'905 CHF | 83'452 CHF | 99.58% | 99.58% |
03.07.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 151'874 CHF | 80'937 CHF | 99.40% | 99.40% |
02.07.2024 | 5.78% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 419'026 | 168'138 CHF | 74'494 CHF | 97.49% | 97.49% |