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 | 6.24% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 961'968 | 361'968 | 149'312 CHF | 59'693 CHF | 99.57% | 99.57% |
12.07.2024 | 5.59% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 156'685 CHF | 55'228 CHF | 99.46% | 99.46% |
11.07.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 978'330 | 378'330 | 148'786 CHF | 61'218 CHF | 99.02% | 99.02% |
10.07.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'876 CHF | 60'750 CHF | 99.58% | 99.58% |
09.07.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'073 CHF | 59'229 CHF | 99.57% | 99.57% |
08.07.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 146'514 CHF | 62'606 CHF | 99.57% | 99.57% |
05.07.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 140'168 CHF | 60'067 CHF | 99.60% | 99.60% |
04.07.2024 | 7.05% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 136'910 CHF | 58'764 CHF | 99.57% | 99.57% |
03.07.2024 | 5.86% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 917'695 | 317'695 | 152'124 CHF | 55'649 CHF | 99.53% | 99.53% |
02.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 910'855 | 310'855 | 153'176 CHF | 55'321 CHF | 99.31% | 99.31% |