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 | 6.51% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 148'685 CHF | 63'474 CHF | 99.53% | 99.53% |
12.07.2024 | 6.50% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 148'975 CHF | 63'590 CHF | 96.35% | 96.35% |
11.07.2024 | 7.05% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 465'590 | 137'748 CHF | 68'320 CHF | 91.14% | 91.14% |
10.07.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'837 CHF | 56'919 CHF | 99.60% | 99.60% |
09.07.2024 | 9.04% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 106'182 CHF | 58'091 CHF | 96.48% | 96.48% |
08.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'987 CHF | 59'993 CHF | 99.58% | 99.58% |
05.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'499 CHF | 55'750 CHF | 97.96% | 97.96% |
04.07.2024 | 8.92% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'310 CHF | 58'655 CHF | 99.57% | 99.57% |
03.07.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'201 CHF | 58'601 CHF | 99.48% | 99.48% |
02.07.2024 | 8.11% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'350 CHF | 64'175 CHF | 97.49% | 97.49% |