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 | 3.59% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 965'223 | 365'223 | 264'195 CHF | 103'483 CHF | 99.59% | 99.59% |
12.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 964'458 | 364'458 | 267'630 CHF | 104'725 CHF | 99.58% | 99.58% |
11.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 270'096 CHF | 112'039 CHF | 99.47% | 99.47% |
10.07.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 261'359 CHF | 108'544 CHF | 99.59% | 99.59% |
09.07.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 253'785 CHF | 105'514 CHF | 99.58% | 99.58% |
08.07.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 1'000'000 | 400'000 | 915'037 | 315'037 | 281'538 CHF | 99'924 CHF | 99.55% | 99.55% |
05.07.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 287'630 CHF | 98'877 CHF | 99.47% | 99.47% |
04.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 300'424 CHF | 103'141 CHF | 99.58% | 99.58% |
03.07.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 1'000'000 | 400'000 | 968'135 | 368'135 | 285'252 CHF | 112'036 CHF | 99.59% | 99.59% |
02.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 245'444 CHF | 102'178 CHF | 99.57% | 99.57% |