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 | 4.82% | 0.19 CHF | 0.20 CHF | 1'500'000 | 200'000 | 1'500'000 | 196'276 | 304'191 CHF | 41'739 CHF | 99.27% | 99.27% |
12.07.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 165'153 | 321'574 CHF | 36'910 CHF | 99.27% | 99.27% |
11.07.2024 | 5.01% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 196'736 | 292'482 CHF | 40'243 CHF | 99.27% | 99.27% |
10.07.2024 | 4.36% | 0.20 CHF | 0.21 CHF | 1'500'000 | 200'000 | 1'500'000 | 165'865 | 336'958 CHF | 38'773 CHF | 99.27% | 99.27% |
09.07.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 365'535 CHF | 38'054 CHF | 99.27% | 99.27% |
08.07.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 358'058 CHF | 37'306 CHF | 99.21% | 99.21% |
05.07.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 372'255 CHF | 38'726 CHF | 99.27% | 99.27% |
04.07.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 371'537 CHF | 38'654 CHF | 99.27% | 99.27% |
03.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1'500'000 | 200'000 | 1'500'000 | 178'718 | 353'602 CHF | 43'695 CHF | 99.27% | 99.27% |
02.07.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 1'500'000 | 150'000 | 1'500'000 | 190'654 | 343'188 CHF | 45'373 CHF | 99.27% | 99.27% |