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 | 7.01% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'838 CHF | 73'919 CHF | 99.71% | 99.71% |
12.07.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 138'771 CHF | 74'385 CHF | 96.36% | 96.36% |
11.07.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'190 CHF | 68'095 CHF | 91.14% | 91.14% |
10.07.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'131 CHF | 56'066 CHF | 99.56% | 99.56% |
09.07.2024 | 9.09% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 105'579 CHF | 57'790 CHF | 96.48% | 96.48% |
08.07.2024 | 8.77% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'045 CHF | 59'523 CHF | 99.57% | 99.57% |
05.07.2024 | 9.48% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'545 CHF | 55'272 CHF | 98.02% | 98.02% |
04.07.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'623 CHF | 58'812 CHF | 99.58% | 99.58% |
03.07.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'471 CHF | 55'736 CHF | 99.40% | 99.40% |
02.07.2024 | 8.15% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'912 CHF | 63'956 CHF | 97.49% | 97.49% |