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 | 6.54% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 147'964 CHF | 63'186 CHF | 96.50% | 96.50% |
12.07.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'325 | 148'048 CHF | 63'267 CHF | 92.09% | 92.09% |
11.07.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 487'215 | 131'900 CHF | 69'032 CHF | 98.44% | 98.44% |
10.07.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 119'199 CHF | 64'599 CHF | 98.49% | 98.49% |
09.07.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'784 CHF | 63'892 CHF | 97.89% | 97.89% |
08.07.2024 | 7.46% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'880 | 129'188 CHF | 69'577 CHF | 98.00% | 98.00% |
05.07.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'289 CHF | 69'145 CHF | 99.01% | 99.01% |
04.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'342 | 130'159 CHF | 69'832 CHF | 99.55% | 99.55% |
03.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'834 CHF | 65'417 CHF | 97.64% | 97.64% |
02.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 120'019 CHF | 65'010 CHF | 99.58% | 99.58% |