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 | 4.59% | 0.21 CHF | 0.22 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 213'703 CHF | 22'370 CHF | 99.27% | 99.27% |
12.07.2024 | 4.95% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 198'400 CHF | 20'840 CHF | 99.27% | 99.27% |
11.07.2024 | 5.69% | 0.19 CHF | 0.20 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 171'293 CHF | 18'129 CHF | 99.27% | 99.27% |
10.07.2024 | 5.51% | 0.16 CHF | 0.17 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 177'213 CHF | 18'721 CHF | 99.27% | 99.27% |
09.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 204'121 CHF | 21'412 CHF | 99.27% | 99.27% |
08.07.2024 | 4.80% | 0.19 CHF | 0.20 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 203'811 CHF | 21'381 CHF | 99.21% | 99.21% |
05.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 227'964 CHF | 23'796 CHF | 99.27% | 99.27% |
04.07.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 253'352 CHF | 26'335 CHF | 99.27% | 99.27% |
03.07.2024 | 4.88% | 0.25 CHF | 0.26 CHF | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 202'769 CHF | 21'277 CHF | 99.27% | 99.27% |
02.07.2024 | 5.77% | 0.20 CHF | 0.21 CHF | 1'000'000 | 100'000 | 1'000'000 | 124'222 | 169'385 CHF | 21'991 CHF | 99.26% | 99.26% |