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 | 5.99% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 162'156 CHF | 86'078 CHF | 98.88% | 98.88% |
12.07.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 153'454 CHF | 81'727 CHF | 98.79% | 98.79% |
11.07.2024 | 7.81% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 123'123 CHF | 66'562 CHF | 99.30% | 99.30% |
10.07.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'301 CHF | 64'650 CHF | 98.43% | 98.43% |
09.07.2024 | 7.36% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'177 CHF | 70'589 CHF | 97.75% | 97.75% |
08.07.2024 | 6.39% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 151'536 CHF | 80'768 CHF | 97.51% | 97.51% |
05.07.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 166'654 CHF | 88'327 CHF | 98.34% | 98.34% |
04.07.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 169'520 CHF | 89'760 CHF | 94.22% | 94.22% |
03.07.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 166'887 CHF | 88'444 CHF | 99.38% | 99.38% |
02.07.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 148'628 CHF | 79'314 CHF | 99.04% | 99.04% |