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 | 8.38% | 0.11 CHF | 0.12 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 172'425 CHF | 24'990 CHF | 99.27% | 99.27% |
12.07.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 182'953 CHF | 26'394 CHF | 99.27% | 99.27% |
11.07.2024 | 6.42% | 0.14 CHF | 0.15 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 226'508 CHF | 32'201 CHF | 99.27% | 99.27% |
10.07.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 225'813 CHF | 32'108 CHF | 99.27% | 99.27% |
09.07.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 214'131 CHF | 30'551 CHF | 99.27% | 99.27% |
08.07.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 245'046 CHF | 34'673 CHF | 99.21% | 99.21% |
05.07.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 266'635 CHF | 37'551 CHF | 99.27% | 99.27% |
04.07.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 259'541 CHF | 36'606 CHF | 99.27% | 99.27% |
03.07.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 262'392 CHF | 36'986 CHF | 99.27% | 99.27% |
02.07.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 248'177 CHF | 35'090 CHF | 99.26% | 99.26% |