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 | 6.26% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 155'281 CHF | 66'112 CHF | 96.41% | 96.41% |
12.07.2024 | 6.28% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 154'305 CHF | 65'722 CHF | 97.75% | 97.75% |
11.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 157'064 CHF | 66'826 CHF | 97.90% | 97.90% |
10.07.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 992'326 | 392'326 | 175'333 CHF | 73'180 CHF | 96.84% | 96.84% |
09.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 966'462 | 366'462 | 183'626 CHF | 73'290 CHF | 94.88% | 94.88% |
08.07.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 181'620 CHF | 76'648 CHF | 95.81% | 95.81% |
05.07.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 179'304 CHF | 75'722 CHF | 97.73% | 97.73% |
04.07.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 174'816 CHF | 73'926 CHF | 90.53% | 90.53% |
03.07.2024 | 5.31% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 183'644 CHF | 77'458 CHF | 95.94% | 95.94% |
02.07.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 191'111 CHF | 66'704 CHF | 98.90% | 98.90% |