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 | 3.81% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 386,522 CHF | 401,522 CHF | 100.00% | 100.00% |
12/07/2024 | 3.94% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 373,675 CHF | 388,675 CHF | 99.85% | 99.85% |
11/07/2024 | 4.12% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 357,025 CHF | 372,025 CHF | 71.50% | 71.50% |
10/07/2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 330,075 CHF | 345,075 CHF | 99.38% | 99.38% |
09/07/2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 2,996,680 | 2,996,680 | 329,941 CHF | 344,941 CHF | 100.00% | 100.00% |
08/07/2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 344,706 CHF | 359,706 CHF | 100.00% | 100.00% |
05/07/2024 | 4.34% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 338,646 CHF | 353,646 CHF | 100.00% | 100.00% |
04/07/2024 | 4.50% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 326,277 CHF | 341,277 CHF | 100.00% | 100.00% |
03/07/2024 | 4.77% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 307,441 CHF | 322,441 CHF | 100.00% | 100.00% |
02/07/2024 | 5.10% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 286,555 CHF | 301,555 CHF | 99.95% | 99.95% |