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 | 4.07% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 240'839 CHF | 100'336 CHF | 99.58% | 99.58% |
12.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 232'811 CHF | 97'124 CHF | 96.65% | 96.65% |
11.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 225'992 CHF | 94'397 CHF | 91.14% | 91.14% |
10.07.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'421 | 192'318 CHF | 81'411 CHF | 99.59% | 99.59% |
09.07.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 418'042 | 195'105 CHF | 85'411 CHF | 96.53% | 96.53% |
08.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 201'086 CHF | 84'434 CHF | 99.57% | 99.57% |
05.07.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'676 | 190'780 CHF | 80'441 CHF | 98.03% | 98.03% |
04.07.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 193'488 CHF | 81'395 CHF | 99.58% | 99.58% |
03.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 199'534 CHF | 83'814 CHF | 99.53% | 99.53% |
02.07.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 208'518 CHF | 87'407 CHF | 97.49% | 97.49% |