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 | 7.65% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 125'907 CHF | 67'954 CHF | 98.88% | 98.88% |
12.07.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'494 CHF | 70'247 CHF | 98.66% | 98.66% |
11.07.2024 | 6.05% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 160'453 CHF | 85'227 CHF | 97.81% | 97.81% |
10.07.2024 | 5.82% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 166'884 CHF | 88'442 CHF | 99.05% | 99.05% |
09.07.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 479'249 | 171'555 CHF | 86'750 CHF | 99.30% | 99.30% |
08.07.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'264 | 162'591 CHF | 86'156 CHF | 98.95% | 98.95% |
05.07.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 169'467 CHF | 89'734 CHF | 99.08% | 99.08% |
04.07.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 495'748 | 170'436 CHF | 89'409 CHF | 99.37% | 99.37% |
03.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 407'736 | 186'342 CHF | 79'988 CHF | 98.89% | 98.89% |
02.07.2024 | 5.96% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'266 | 163'155 CHF | 86'057 CHF | 98.96% | 98.96% |