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 | 3.45% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 256'373 CHF | 88'458 CHF | 99.52% | 99.52% |
12.07.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 252'174 CHF | 87'058 CHF | 96.36% | 96.36% |
11.07.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 968'182 | 368'182 | 252'699 CHF | 99'396 CHF | 91.14% | 91.14% |
10.07.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 221'368 CHF | 92'547 CHF | 99.58% | 99.58% |
09.07.2024 | 4.38% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 223'890 CHF | 93'556 CHF | 96.52% | 96.52% |
08.07.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 233'182 CHF | 97'273 CHF | 99.58% | 99.58% |
05.07.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 220'579 CHF | 92'231 CHF | 98.04% | 98.04% |
04.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 225'866 CHF | 94'347 CHF | 99.58% | 99.58% |
03.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 226'987 CHF | 94'795 CHF | 99.47% | 99.47% |
02.07.2024 | 4.05% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 242'108 CHF | 100'843 CHF | 97.49% | 97.49% |