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 | 7.04% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'206 CHF | 73'603 CHF | 99.56% | 99.56% |
12.07.2024 | 6.94% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 139'066 CHF | 74'533 CHF | 99.51% | 99.51% |
11.07.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 143'331 CHF | 76'665 CHF | 99.50% | 99.50% |
10.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 155'212 CHF | 82'606 CHF | 99.60% | 99.60% |
09.07.2024 | 5.97% | 0.18 CHF | 0.19 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'006 | 163'181 CHF | 86'022 CHF | 99.57% | 99.57% |
08.07.2024 | 7.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'737 CHF | 66'369 CHF | 99.53% | 99.53% |
05.07.2024 | 7.74% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 124'405 CHF | 67'203 CHF | 99.57% | 99.57% |
04.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'066 CHF | 65'033 CHF | 99.58% | 99.58% |
03.07.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 138'231 CHF | 74'116 CHF | 99.61% | 99.61% |
02.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1'000'000 | 500'000 | 1'000'000 | 489'108 | 170'055 CHF | 87'958 CHF | 99.57% | 99.57% |