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 | 4.45% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 165,130 CHF | 57,543 CHF | 97.83% | 97.83% |
12/07/2024 | 5.76% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 151,992 CHF | 53,664 CHF | 99.03% | 99.03% |
11/07/2024 | 7.59% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 983,918 | 383,918 | 125,373 CHF | 52,504 CHF | 97.24% | 97.24% |
10/07/2024 | 7.98% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,297 CHF | 52,119 CHF | 89.36% | 89.36% |
09/07/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,503 CHF | 54,201 CHF | 99.35% | 99.35% |
08/07/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 122,705 CHF | 53,082 CHF | 97.53% | 97.53% |
05/07/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,804 CHF | 56,322 CHF | 96.91% | 96.91% |
04/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,000 CHF | 56,000 CHF | 99.36% | 99.36% |
03/07/2024 | 6.99% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,251 CHF | 59,301 CHF | 97.83% | 97.83% |
02/07/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,636 CHF | 56,655 CHF | 94.56% | 94.56% |