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 | 3.06% | 0.18 CHF | 0.18 CHF | 2,955,700 | 2,955,700 | 2,994,940 | 2,994,940 | 482,930 CHF | 497,905 CHF | 100.00% | 100.00% |
12/07/2024 | 3.21% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 459,869 CHF | 474,869 CHF | 100.00% | 100.00% |
11/07/2024 | 3.38% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 437,134 CHF | 452,134 CHF | 100.00% | 100.00% |
10/07/2024 | 3.62% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 407,093 CHF | 422,093 CHF | 100.00% | 100.00% |
09/07/2024 | 3.93% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,996,610 | 2,996,610 | 374,893 CHF | 389,893 CHF | 100.00% | 100.00% |
08/07/2024 | 3.64% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 404,832 CHF | 419,832 CHF | 100.00% | 100.00% |
05/07/2024 | 3.70% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 397,944 CHF | 412,944 CHF | 100.00% | 100.00% |
04/07/2024 | 3.92% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 375,149 CHF | 390,149 CHF | 100.00% | 100.00% |
03/07/2024 | 4.04% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 364,317 CHF | 379,317 CHF | 100.00% | 100.00% |
02/07/2024 | 4.54% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 323,368 CHF | 338,368 CHF | 100.00% | 100.00% |