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 | 6.10% | 0.15 CHF | 0.16 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 159'389 CHF | 25'408 CHF | 99.27% | 99.27% |
12.07.2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 176'393 CHF | 27'959 CHF | 99.27% | 99.27% |
11.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 161'303 CHF | 25'696 CHF | 99.27% | 99.27% |
10.07.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 153'171 CHF | 24'476 CHF | 99.27% | 99.27% |
09.07.2024 | 7.08% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 136'383 CHF | 21'958 CHF | 99.27% | 99.27% |
08.07.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 137'597 CHF | 22'140 CHF | 99.25% | 99.25% |
05.07.2024 | 7.30% | 0.14 CHF | 0.15 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 132'200 CHF | 21'330 CHF | 99.27% | 99.27% |
04.07.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 125'908 CHF | 20'386 CHF | 99.27% | 99.27% |
03.07.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 117'342 CHF | 19'101 CHF | 99.27% | 99.27% |
02.07.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 109'057 CHF | 17'859 CHF | 99.27% | 99.27% |