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 | 6.82% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'683 CHF | 60'673 CHF | 95.47% | 95.47% |
12.07.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 133'262 CHF | 57'305 CHF | 99.44% | 99.44% |
11.07.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 478'605 | 111'967 CHF | 58'195 CHF | 98.35% | 98.35% |
10.07.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'158 | 127'589 CHF | 55'177 CHF | 96.13% | 96.13% |
09.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'710 | 120'003 CHF | 52'349 CHF | 96.92% | 96.92% |
08.07.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'872 CHF | 59'549 CHF | 93.56% | 93.56% |
05.07.2024 | 7.23% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 133'598 CHF | 57'439 CHF | 96.09% | 96.09% |
04.07.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'842 CHF | 56'337 CHF | 99.57% | 99.57% |
03.07.2024 | 6.86% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 141'232 CHF | 60'493 CHF | 98.90% | 98.90% |
02.07.2024 | 5.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 988'079 | 388'079 | 164'339 CHF | 68'340 CHF | 99.60% | 99.60% |