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 | 7.09% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 136'874 CHF | 73'437 CHF | 97.36% | 97.36% |
12.07.2024 | 6.23% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 156'002 CHF | 83'001 CHF | 99.29% | 99.29% |
11.07.2024 | 7.77% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'090 CHF | 67'045 CHF | 99.08% | 99.08% |
10.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'334 CHF | 59'167 CHF | 99.25% | 99.25% |
09.07.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'734 CHF | 60'367 CHF | 99.03% | 99.03% |
08.07.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 121'180 CHF | 65'590 CHF | 99.51% | 99.51% |
05.07.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'924 CHF | 63'962 CHF | 99.37% | 99.37% |
04.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'215 CHF | 60'108 CHF | 99.52% | 99.52% |
03.07.2024 | 7.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 125'155 CHF | 67'578 CHF | 97.80% | 97.80% |
02.07.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'097 CHF | 61'549 CHF | 99.06% | 99.06% |