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 | 4.39% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 334,484 CHF | 349,484 CHF | 100.00% | 100.00% |
12/07/2024 | 4.20% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 349,769 CHF | 364,769 CHF | 100.00% | 100.00% |
11/07/2024 | 4.71% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 310,829 CHF | 325,829 CHF | 100.00% | 100.00% |
10/07/2024 | 5.19% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 281,634 CHF | 296,634 CHF | 100.00% | 100.00% |
09/07/2024 | 5.06% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,996,690 | 2,996,690 | 290,319 CHF | 305,319 CHF | 100.00% | 100.00% |
08/07/2024 | 4.05% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 363,700 CHF | 378,700 CHF | 100.00% | 100.00% |
05/07/2024 | 3.86% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 381,208 CHF | 396,208 CHF | 99.64% | 99.64% |
04/07/2024 | 4.01% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 366,625 CHF | 381,625 CHF | 99.27% | 99.27% |
03/07/2024 | 4.38% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 335,235 CHF | 350,235 CHF | 100.00% | 100.00% |
02/07/2024 | 5.31% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 275,320 CHF | 290,320 CHF | 100.00% | 100.00% |