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 | 5.34% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 182'819 CHF | 96'410 CHF | 97.41% | 97.41% |
12.07.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 201'504 CHF | 105'752 CHF | 99.44% | 99.44% |
11.07.2024 | 5.86% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 165'956 CHF | 87'978 CHF | 99.18% | 99.18% |
10.07.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'439 CHF | 79'720 CHF | 99.22% | 99.22% |
09.07.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'266 CHF | 79'633 CHF | 98.96% | 98.96% |
08.07.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'873 CHF | 79'937 CHF | 99.44% | 99.44% |
05.07.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 142'528 CHF | 76'264 CHF | 99.36% | 99.36% |
04.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 140'000 CHF | 75'000 CHF | 99.52% | 99.52% |
03.07.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 149'130 CHF | 79'565 CHF | 97.80% | 97.80% |
02.07.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 138'995 CHF | 74'497 CHF | 99.05% | 99.05% |