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 | 8.01% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'161 CHF | 65'081 CHF | 99.05% | 99.05% |
12.07.2024 | 6.66% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 406'302 | 145'501 CHF | 63'087 CHF | 99.49% | 99.49% |
11.07.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 164'578 CHF | 69'831 CHF | 98.84% | 98.84% |
10.07.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 172'117 CHF | 72'847 CHF | 98.53% | 98.53% |
09.07.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 162'212 CHF | 68'885 CHF | 99.54% | 99.54% |
08.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'453 CHF | 68'181 CHF | 96.24% | 96.24% |
05.07.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 161'431 CHF | 68'573 CHF | 99.50% | 99.50% |
04.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'000 CHF | 68'000 CHF | 99.41% | 99.41% |
03.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 170'210 CHF | 72'084 CHF | 99.47% | 99.47% |
02.07.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 178'500 CHF | 75'400 CHF | 99.39% | 99.39% |