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 | 5.96% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 163'119 CHF | 69'248 CHF | 99.39% | 99.39% |
12.07.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 976'770 | 376'770 | 170'120 CHF | 69'307 CHF | 99.32% | 99.32% |
11.07.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 175'543 CHF | 74'217 CHF | 99.32% | 99.32% |
10.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'730 CHF | 64'292 CHF | 99.36% | 99.36% |
09.07.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'855 CHF | 60'742 CHF | 99.36% | 99.36% |
08.07.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 147'469 CHF | 62'988 CHF | 99.36% | 99.36% |
05.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'392 | 129'912 CHF | 57'404 CHF | 99.37% | 99.37% |
04.07.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 470'588 | 125'706 CHF | 63'735 CHF | 99.36% | 99.36% |
03.07.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'352 | 122'168 CHF | 65'993 CHF | 99.35% | 99.35% |
02.07.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 423'226 | 129'480 CHF | 58'992 CHF | 99.30% | 99.30% |