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 | 5.79% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 167'755 CHF | 88'877 CHF | 99.17% | 99.17% |
12.07.2024 | 6.73% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'998 CHF | 76'999 CHF | 99.58% | 99.58% |
11.07.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'251 CHF | 76'626 CHF | 99.33% | 99.33% |
10.07.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'424 CHF | 70'212 CHF | 99.39% | 99.39% |
09.07.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'171 CHF | 64'585 CHF | 99.35% | 99.35% |
08.07.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'369 CHF | 63'185 CHF | 99.11% | 99.11% |
05.07.2024 | 7.71% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'920 CHF | 67'460 CHF | 99.29% | 99.29% |
04.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'383 CHF | 64'692 CHF | 99.36% | 99.36% |
03.07.2024 | 9.81% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'605 CHF | 53'803 CHF | 99.20% | 99.20% |
02.07.2024 | 10.55% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'769 CHF | 49'884 CHF | 99.15% | 99.15% |