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 | 3.78% | 0.23 CHF | 0.24 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 261'106 CHF | 27'111 CHF | 99.27% | 99.27% |
12.07.2024 | 3.62% | 0.33 CHF | 0.34 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 272'708 CHF | 28'271 CHF | 99.27% | 99.27% |
11.07.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 260'376 CHF | 27'038 CHF | 99.27% | 99.27% |
10.07.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 243'425 CHF | 25'343 CHF | 99.27% | 99.27% |
09.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 245'192 CHF | 25'519 CHF | 99.27% | 99.27% |
08.07.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 251'661 CHF | 26'166 CHF | 99.21% | 99.21% |
05.07.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 250'483 CHF | 26'048 CHF | 99.27% | 99.27% |
04.07.2024 | 3.70% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 266'443 CHF | 27'644 CHF | 99.27% | 99.27% |
03.07.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 279'320 CHF | 28'932 CHF | 99.27% | 99.27% |
02.07.2024 | 4.03% | 0.27 CHF | 0.28 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 243'794 CHF | 25'379 CHF | 99.27% | 99.27% |