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 | 6.62% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 146'443 CHF | 78'222 CHF | 97.27% | 97.27% |
12.07.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 162'379 CHF | 86'189 CHF | 99.30% | 99.30% |
11.07.2024 | 7.18% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 134'670 CHF | 72'335 CHF | 99.09% | 99.09% |
10.07.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'762 CHF | 65'881 CHF | 99.24% | 99.24% |
09.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'553 CHF | 64'776 CHF | 98.99% | 98.99% |
08.07.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'545 CHF | 64'773 CHF | 99.32% | 99.32% |
05.07.2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'182 CHF | 61'591 CHF | 99.38% | 99.38% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'000 CHF | 60'000 CHF | 99.52% | 99.52% |
03.07.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'856 CHF | 64'428 CHF | 97.77% | 97.77% |
02.07.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'419 CHF | 59'710 CHF | 99.05% | 99.05% |