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 | 3.73% | 0.25 CHF | 0.26 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 394'852 CHF | 54'647 CHF | 99.27% | 99.27% |
12.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 415'124 CHF | 57'350 CHF | 99.27% | 99.27% |
11.07.2024 | 3.83% | 0.28 CHF | 0.29 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 384'680 CHF | 53'291 CHF | 99.27% | 99.27% |
10.07.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 426'942 CHF | 58'926 CHF | 99.27% | 99.27% |
09.07.2024 | 3.24% | 0.29 CHF | 0.30 CHF | 1'500'000 | 200'000 | 1'500'000 | 199'825 | 456'472 CHF | 62'807 CHF | 99.27% | 99.27% |
08.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 451'233 CHF | 62'164 CHF | 99.21% | 99.21% |
05.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 460'137 CHF | 63'352 CHF | 99.27% | 99.27% |
04.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 460'068 CHF | 63'342 CHF | 99.27% | 99.27% |
03.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 443'824 CHF | 61'177 CHF | 99.27% | 99.27% |
02.07.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 432'147 CHF | 59'620 CHF | 99.27% | 99.27% |