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 | 6.58% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 147'055 CHF | 62'822 CHF | 96.50% | 96.50% |
12.07.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 985'111 | 385'110 | 145'084 CHF | 60'523 CHF | 92.11% | 92.11% |
11.07.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'847 CHF | 56'339 CHF | 98.47% | 98.47% |
10.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 399'961 | 110'008 CHF | 47'998 CHF | 98.42% | 98.42% |
09.07.2024 | 8.85% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'111 CHF | 47'244 CHF | 97.90% | 97.90% |
08.07.2024 | 7.46% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'177 CHF | 55'671 CHF | 98.01% | 98.01% |
05.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'714 CHF | 55'086 CHF | 99.03% | 99.03% |
04.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'143 CHF | 56'057 CHF | 99.58% | 99.58% |
03.07.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 112'123 CHF | 48'849 CHF | 97.63% | 97.63% |
02.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'000 CHF | 52'000 CHF | 99.56% | 99.56% |