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 | 3.69% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 280,627 | 280,627 | 74,539 CHF | 77,346 CHF | 98.21% | 98.21% |
12/07/2024 | 4.54% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 65,086 CHF | 68,086 CHF | 97.21% | 97.21% |
11/07/2024 | 3.66% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 80,760 CHF | 83,760 CHF | 97.97% | 97.97% |
10/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 82,316 CHF | 85,316 CHF | 98.34% | 98.34% |
09/07/2024 | 3.38% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 87,963 CHF | 90,963 CHF | 97.41% | 97.41% |
08/07/2024 | 5.06% | 0.22 CHF | 0.23 CHF | 400,000 | 400,000 | 398,936 | 398,936 | 77,488 CHF | 81,477 CHF | 96.91% | 96.91% |
05/07/2024 | 7.88% | 0.15 CHF | 0.16 CHF | 400,000 | 400,000 | 981,553 | 495,168 | 119,372 CHF | 65,312 CHF | 93.32% | 93.32% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,635 | 120,000 CHF | 64,953 CHF | 99.19% | 99.19% |
03/07/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,702 CHF | 64,851 CHF | 97.92% | 97.92% |
02/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,404 CHF | 60,202 CHF | 95.49% | 95.49% |