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 | 3.62% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 407,562 CHF | 422,562 CHF | 99.10% | 99.10% |
12/07/2024 | 3.73% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 395,052 CHF | 410,052 CHF | 95.40% | 95.40% |
11/07/2024 | 4.43% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,945,930 | 2,945,930 | 355,918 CHF | 370,807 CHF | 99.68% | 99.68% |
10/07/2024 | 4.43% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 331,561 CHF | 346,561 CHF | 100.00% | 100.00% |
09/07/2024 | 4.30% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 342,014 CHF | 357,014 CHF | 100.00% | 100.00% |
08/07/2024 | 3.80% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 387,808 CHF | 402,808 CHF | 100.00% | 100.00% |
05/07/2024 | 3.71% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 396,848 CHF | 411,848 CHF | 99.83% | 99.83% |
04/07/2024 | 4.08% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 360,533 CHF | 375,533 CHF | 99.94% | 99.94% |
03/07/2024 | 4.33% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 338,805 CHF | 353,805 CHF | 100.00% | 100.00% |
02/07/2024 | 5.01% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 292,451 CHF | 307,451 CHF | 100.00% | 100.00% |