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 | 7.05% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'981 CHF | 58'792 CHF | 99.32% | 99.32% |
12.07.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'361 CHF | 56'144 CHF | 99.40% | 99.40% |
11.07.2024 | 6.50% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 148'911 CHF | 63'564 CHF | 99.34% | 99.34% |
10.07.2024 | 6.50% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 148'865 CHF | 63'546 CHF | 99.35% | 99.35% |
09.07.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'876 CHF | 60'750 CHF | 99.37% | 99.37% |
08.07.2024 | 8.63% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'993 CHF | 60'497 CHF | 99.38% | 99.38% |
05.07.2024 | 8.58% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 111'701 CHF | 60'850 CHF | 99.40% | 99.40% |
04.07.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 113'089 CHF | 61'544 CHF | 99.37% | 99.37% |
03.07.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 131'573 CHF | 70'787 CHF | 99.25% | 99.25% |
02.07.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'377 | 145'186 CHF | 62'131 CHF | 99.30% | 99.30% |