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 | 5.89% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 148'600 CHF | 52'533 CHF | 99.55% | 99.55% |
12.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 144'556 CHF | 51'185 CHF | 96.40% | 96.40% |
11.07.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 967'524 | 367'524 | 142'699 CHF | 57'492 CHF | 91.14% | 91.14% |
10.07.2024 | 9.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 106'041 CHF | 46'416 CHF | 99.59% | 99.59% |
09.07.2024 | 9.03% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 411'707 | 106'268 CHF | 47'676 CHF | 96.48% | 96.48% |
08.07.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 116'472 CHF | 50'589 CHF | 99.55% | 99.55% |
05.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'832 CHF | 47'933 CHF | 98.00% | 98.00% |
04.07.2024 | 8.41% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'051 CHF | 49'620 CHF | 99.56% | 99.56% |
03.07.2024 | 8.65% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'750 CHF | 48'300 CHF | 99.52% | 99.52% |
02.07.2024 | 7.54% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 127'786 CHF | 55'115 CHF | 97.48% | 97.48% |