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 | 8.70% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 109'990 CHF | 119'990 CHF | 100.00% | 100.00% |
12.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 111'661 CHF | 121'661 CHF | 100.00% | 100.00% |
11.07.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'849 CHF | 129'849 CHF | 100.00% | 100.00% |
10.07.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 124'789 CHF | 134'789 CHF | 100.00% | 100.00% |
09.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'000 CHF | 130'000 CHF | 100.00% | 100.00% |
08.07.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'418 CHF | 130'418 CHF | 100.00% | 100.00% |
05.07.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 123'104 CHF | 133'104 CHF | 100.00% | 100.00% |
04.07.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 116'091 CHF | 125'091 CHF | 100.00% | 100.00% |
03.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 121'078 CHF | 130'078 CHF | 100.00% | 100.00% |
02.07.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 130'095 CHF | 139'095 CHF | 100.00% | 100.00% |