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 | 6.74% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 143'901 CHF | 61'561 CHF | 94.85% | 94.85% |
12.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'035 CHF | 60'414 CHF | 99.23% | 99.23% |
11.07.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'841 CHF | 60'337 CHF | 98.26% | 98.26% |
10.07.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'498 CHF | 52'199 CHF | 99.36% | 99.36% |
09.07.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'094 | 101'687 CHF | 44'685 CHF | 99.35% | 99.35% |
08.07.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'100 CHF | 48'040 CHF | 98.75% | 98.75% |
05.07.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 416'097 | 107'882 CHF | 48'923 CHF | 98.83% | 98.83% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'000 CHF | 48'000 CHF | 99.37% | 99.37% |
03.07.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 409'168 | 107'861 CHF | 48'153 CHF | 99.28% | 99.28% |
02.07.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'119 CHF | 48'048 CHF | 99.39% | 99.39% |