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 | 7.15% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 908'780 | 308'780 | 123'066 CHF | 44'812 CHF | 96.43% | 96.43% |
12.07.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 126'783 CHF | 45'261 CHF | 97.70% | 97.70% |
11.07.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 127'594 CHF | 45'531 CHF | 97.90% | 97.90% |
10.07.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'184 CHF | 51'274 CHF | 96.79% | 96.79% |
09.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'988 CHF | 47'995 CHF | 94.91% | 94.91% |
08.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'252 CHF | 52'101 CHF | 95.88% | 95.88% |
05.07.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 978'919 | 378'919 | 127'732 CHF | 53'111 CHF | 97.69% | 97.69% |
04.07.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 923'532 | 323'532 | 129'514 CHF | 48'599 CHF | 90.55% | 90.55% |
03.07.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 997'243 | 397'243 | 130'375 CHF | 55'891 CHF | 95.92% | 95.92% |
02.07.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 102'684 CHF | 45'074 CHF | 98.91% | 98.91% |