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 | 4.30% | 0.22 CHF | 0.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 227,504 CHF | 237,504 CHF | 100.00% | 100.00% |
12/07/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 247,140 CHF | 257,140 CHF | 99.85% | 99.85% |
11/07/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 266,792 CHF | 276,792 CHF | 71.51% | 71.51% |
10/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 309,125 CHF | 319,125 CHF | 99.38% | 99.38% |
09/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 998,920 | 998,920 | 309,723 CHF | 319,723 CHF | 100.00% | 100.00% |
08/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 293,521 CHF | 303,521 CHF | 100.00% | 100.00% |
05/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 307,725 CHF | 317,725 CHF | 99.56% | 99.56% |
04/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 330,685 CHF | 340,685 CHF | 100.00% | 100.00% |
03/07/2024 | 2.76% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 358,680 CHF | 368,680 CHF | 99.77% | 99.77% |
02/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 402,122 CHF | 412,122 CHF | 99.97% | 99.97% |