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 | 400'000 | 1'000'000 | 400'000 | 136'195 CHF | 58'478 CHF | 99.32% | 99.32% |
12.07.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 144'500 CHF | 61'800 CHF | 99.34% | 99.34% |
11.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 131'904 CHF | 56'762 CHF | 99.34% | 99.34% |
10.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'996 CHF | 60'398 CHF | 99.36% | 99.36% |
09.07.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 145'189 CHF | 62'076 CHF | 99.35% | 99.35% |
08.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 180'526 CHF | 76'211 CHF | 99.36% | 99.36% |
05.07.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 918'031 | 318'031 | 181'620 CHF | 65'999 CHF | 99.35% | 99.35% |
04.07.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 915'950 | 315'950 | 181'800 CHF | 65'781 CHF | 99.37% | 99.37% |
03.07.2024 | 5.15% | 0.19 CHF | 0.20 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 189'377 CHF | 79'751 CHF | 99.40% | 99.40% |
02.07.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 176'463 CHF | 74'585 CHF | 99.39% | 99.39% |