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 | 2.95% | 0.36 CHF | 0.37 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 334,515 CHF | 137,806 CHF | 98.64% | 98.64% |
12/07/2024 | 4.47% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 416,016 | 221,004 CHF | 95,679 CHF | 99.08% | 99.08% |
11/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,701 | 379,072 CHF | 156,650 CHF | 98.24% | 98.24% |
10/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 1,000,000 | 412,278 | 373,588 CHF | 157,959 CHF | 99.16% | 99.16% |
09/07/2024 | 3.19% | 0.35 CHF | 0.36 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,993 | 308,738 CHF | 159,367 CHF | 99.01% | 99.01% |
08/07/2024 | 3.46% | 0.33 CHF | 0.34 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 284,591 CHF | 147,296 CHF | 98.94% | 98.94% |
05/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 297,526 CHF | 153,763 CHF | 98.86% | 98.86% |
04/07/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 270,937 CHF | 140,468 CHF | 99.37% | 99.37% |
03/07/2024 | 4.43% | 0.26 CHF | 0.27 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,562 | 222,554 CHF | 116,168 CHF | 98.83% | 98.83% |
02/07/2024 | 8.73% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 999,979 | 499,975 | 116,006 CHF | 63,001 CHF | 97.25% | 97.25% |