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 | 7.83% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'160 | 123'386 CHF | 53'374 CHF | 93.44% | 93.44% |
12.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 148'031 CHF | 63'212 CHF | 94.26% | 94.26% |
11.07.2024 | 5.17% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 170'105 CHF | 59'702 CHF | 90.57% | 90.57% |
10.07.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 792'300 | 264'100 | 174'817 CHF | 60'913 CHF | 87.09% | 87.09% |
09.07.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'741 CHF | 61'080 CHF | 84.48% | 84.48% |
08.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 872'210 | 290'737 | 183'201 CHF | 63'974 CHF | 85.97% | 85.97% |
05.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 865'920 | 288'640 | 182'023 CHF | 63'561 CHF | 91.22% | 91.22% |
04.07.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'124 CHF | 63'875 CHF | 80.01% | 80.01% |
03.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 757'477 | 252'492 | 189'265 CHF | 65'613 CHF | 91.68% | 91.68% |
02.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 749'943 | 249'981 | 211'223 CHF | 72'908 CHF | 96.56% | 96.56% |