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 | 4.85% | 0.20 CHF | 0.21 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 201,499 CHF | 52,875 CHF | 99.27% | 99.27% |
12/07/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 247,647 CHF | 64,412 CHF | 99.27% | 99.27% |
11/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 240,323 CHF | 62,581 CHF | 99.27% | 99.27% |
10/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 210,394 CHF | 55,098 CHF | 99.27% | 99.27% |
09/07/2024 | 4.51% | 0.20 CHF | 0.21 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 217,193 CHF | 56,798 CHF | 99.27% | 99.27% |
08/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 218,920 CHF | 57,230 CHF | 99.21% | 99.21% |
05/07/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 240,540 CHF | 62,635 CHF | 99.26% | 99.26% |
04/07/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 240,294 CHF | 62,574 CHF | 99.27% | 99.27% |
03/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 245,226 CHF | 63,807 CHF | 99.27% | 99.27% |
02/07/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 244,200 CHF | 63,550 CHF | 99.26% | 99.26% |