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 | 7.31% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 198,560 CHF | 35,593 CHF | 99.27% | 99.27% |
12/07/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 215,048 CHF | 38,341 CHF | 99.27% | 99.27% |
11/07/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 230,066 CHF | 40,844 CHF | 99.27% | 99.27% |
10/07/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 215,911 CHF | 38,485 CHF | 99.27% | 99.27% |
09/07/2024 | 6.23% | 0.13 CHF | 0.14 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 233,479 CHF | 41,413 CHF | 99.27% | 99.27% |
08/07/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 252,472 CHF | 44,579 CHF | 99.24% | 99.24% |
05/07/2024 | 7.07% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 205,552 CHF | 36,759 CHF | 99.27% | 99.27% |
04/07/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 184,208 CHF | 33,201 CHF | 99.27% | 99.27% |
03/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 176,705 CHF | 31,951 CHF | 99.27% | 99.27% |
02/07/2024 | 8.44% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 170,558 CHF | 30,926 CHF | 99.27% | 99.27% |