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 | 3.27% | 0.29 CHF | 0.30 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 300'575 CHF | 62'115 CHF | 99.27% | 99.27% |
12.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 313'000 CHF | 64'600 CHF | 99.27% | 99.27% |
11.07.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 292'058 CHF | 60'412 CHF | 99.27% | 99.27% |
10.07.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 317'782 CHF | 65'557 CHF | 99.27% | 99.27% |
09.07.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 334'848 CHF | 68'970 CHF | 99.27% | 99.27% |
08.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 331'864 CHF | 68'373 CHF | 99.20% | 99.20% |
05.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 336'813 CHF | 69'363 CHF | 99.27% | 99.27% |
04.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 337'784 CHF | 69'557 CHF | 99.27% | 99.27% |
03.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 324'966 CHF | 66'993 CHF | 99.27% | 99.27% |
02.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 314'058 CHF | 64'812 CHF | 99.27% | 99.27% |