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 | 6.60% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'658 | 146'693 CHF | 62'769 CHF | 98.95% | 98.95% |
12.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'109 CHF | 64'044 CHF | 99.30% | 99.30% |
11.07.2024 | 7.82% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'786 | 123'130 CHF | 66'533 CHF | 98.94% | 98.94% |
10.07.2024 | 7.51% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'299 CHF | 69'149 CHF | 99.29% | 99.29% |
09.07.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'943 CHF | 68'971 CHF | 97.90% | 97.90% |
08.07.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 126'760 CHF | 68'380 CHF | 99.38% | 99.38% |
05.07.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 483'308 | 137'959 CHF | 71'472 CHF | 99.51% | 99.51% |
04.07.2024 | 6.72% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'364 | 144'077 CHF | 62'436 CHF | 99.56% | 99.56% |
03.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 150'350 CHF | 64'140 CHF | 99.51% | 99.51% |
02.07.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 169'864 CHF | 71'946 CHF | 99.49% | 99.49% |