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 | 4.07% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 361,231 CHF | 376,231 CHF | 100.00% | 100.00% |
12/07/2024 | 3.93% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 374,210 CHF | 389,210 CHF | 99.84% | 99.84% |
11/07/2024 | 3.77% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 391,218 CHF | 406,218 CHF | 71.51% | 71.51% |
10/07/2024 | 3.47% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 424,416 CHF | 439,416 CHF | 99.38% | 99.38% |
09/07/2024 | 3.45% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 2,996,680 | 2,996,680 | 427,803 CHF | 442,803 CHF | 100.00% | 100.00% |
08/07/2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 411,912 CHF | 426,912 CHF | 100.00% | 100.00% |
05/07/2024 | 3.50% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 421,346 CHF | 436,346 CHF | 100.00% | 100.00% |
04/07/2024 | 3.29% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 448,110 CHF | 463,110 CHF | 100.00% | 100.00% |
03/07/2024 | 3.14% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 470,608 CHF | 485,608 CHF | 100.00% | 100.00% |
02/07/2024 | 2.86% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 517,787 CHF | 532,787 CHF | 99.95% | 99.95% |