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 | 6.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 475'871 | 138'777 CHF | 70'606 CHF | 99.56% | 99.56% |
12.07.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'481 CHF | 68'192 CHF | 99.48% | 99.48% |
11.07.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 497'514 | 136'004 CHF | 72'629 CHF | 99.13% | 99.13% |
10.07.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'113 CHF | 63'056 CHF | 99.59% | 99.59% |
09.07.2024 | 8.13% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'149 CHF | 64'074 CHF | 99.55% | 99.55% |
08.07.2024 | 6.81% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 454'972 | 142'469 CHF | 69'010 CHF | 99.57% | 99.57% |
05.07.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 167'029 CHF | 70'812 CHF | 99.24% | 99.24% |
04.07.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'795 CHF | 71'518 CHF | 99.55% | 99.55% |
03.07.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 166'671 CHF | 70'668 CHF | 99.59% | 99.59% |
02.07.2024 | 6.63% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 428'979 | 146'040 CHF | 66'763 CHF | 99.55% | 99.55% |