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 | 3.43% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 430,218 CHF | 445,218 CHF | 100.00% | 100.00% |
12/07/2024 | 3.57% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 412,656 CHF | 427,656 CHF | 100.00% | 100.00% |
11/07/2024 | 3.75% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 393,112 CHF | 408,112 CHF | 100.00% | 100.00% |
10/07/2024 | 3.94% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 373,038 CHF | 388,038 CHF | 100.00% | 100.00% |
09/07/2024 | 4.20% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 2,996,620 | 2,996,620 | 349,872 CHF | 364,872 CHF | 100.00% | 100.00% |
08/07/2024 | 3.95% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 372,257 CHF | 387,257 CHF | 100.00% | 100.00% |
05/07/2024 | 4.01% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 366,503 CHF | 381,503 CHF | 100.00% | 100.00% |
04/07/2024 | 4.23% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 347,259 CHF | 362,259 CHF | 100.00% | 100.00% |
03/07/2024 | 4.33% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 339,312 CHF | 354,312 CHF | 100.00% | 100.00% |
02/07/2024 | 4.70% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 312,079 CHF | 327,079 CHF | 100.00% | 100.00% |