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 | 4.10% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 239'199 CHF | 99'680 CHF | 95.53% | 95.53% |
12.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 226'903 CHF | 94'761 CHF | 99.52% | 99.52% |
11.07.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 202'701 CHF | 85'081 CHF | 98.32% | 98.32% |
10.07.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 218'268 CHF | 91'307 CHF | 96.15% | 96.15% |
09.07.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 215'759 CHF | 90'304 CHF | 96.95% | 96.95% |
08.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 235'349 CHF | 98'140 CHF | 93.50% | 93.50% |
05.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 224'855 CHF | 93'942 CHF | 96.03% | 96.03% |
04.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 222'192 CHF | 92'877 CHF | 99.58% | 99.58% |
03.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 234'903 CHF | 97'961 CHF | 98.88% | 98.88% |
02.07.2024 | 3.77% | 0.23 CHF | 0.24 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 260'962 CHF | 108'385 CHF | 99.57% | 99.57% |