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 | 7.44% | 0.13 CHF | 0.14 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 129'405 CHF | 41'821 CHF | 99.27% | 99.27% |
12.07.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 119'014 CHF | 38'704 CHF | 99.27% | 99.27% |
11.07.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 116'061 CHF | 37'818 CHF | 99.27% | 99.27% |
10.07.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 116'991 CHF | 38'097 CHF | 99.27% | 99.27% |
09.07.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 110'479 CHF | 36'144 CHF | 99.27% | 99.27% |
08.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 110'000 CHF | 36'000 CHF | 99.22% | 99.22% |
05.07.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 109'614 CHF | 35'884 CHF | 99.27% | 99.27% |
04.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 100'181 CHF | 33'054 CHF | 99.27% | 99.27% |
03.07.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 101'940 CHF | 33'582 CHF | 99.27% | 99.27% |
02.07.2024 | 10.23% | 0.09 CHF | 0.10 CHF | 1'000'000 | 300'000 | 1'000'000 | 300'000 | 93'000 CHF | 30'900 CHF | 99.27% | 99.27% |