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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'797 CHF | 130'797 CHF | 100.00% | 100.00% |
12.08.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 124'769 CHF | 134'769 CHF | 100.00% | 100.00% |
09.08.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'000 CHF | 140'000 CHF | 100.00% | 100.00% |
08.08.2024 | 6.64% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 145'784 CHF | 155'784 CHF | 100.00% | 100.00% |
07.08.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 132'403 CHF | 142'403 CHF | 100.00% | 100.00% |
06.08.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 143'814 CHF | 153'814 CHF | 100.00% | 100.00% |
02.08.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 125'567 CHF | 135'567 CHF | 99.80% | 99.80% |
30.07.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 119'903 CHF | 129'903 CHF | 100.00% | 100.00% |
29.07.2024 | 8.26% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 116'288 CHF | 126'288 CHF | 100.00% | 100.00% |
25.07.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'262 CHF | 130'262 CHF | 100.00% | 100.00% |