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 | 4.05% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,753 | 242,835 CHF | 101,302 CHF | 98.20% | 98.20% |
12/07/2024 | 6.39% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 153,526 CHF | 81,763 CHF | 98.42% | 98.42% |
11/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 285,903 CHF | 147,951 CHF | 98.21% | 98.21% |
10/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 281,335 CHF | 145,667 CHF | 99.24% | 99.24% |
09/07/2024 | 4.33% | 0.26 CHF | 0.27 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 226,385 CHF | 118,193 CHF | 99.13% | 99.13% |
08/07/2024 | 4.76% | 0.24 CHF | 0.25 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 205,705 CHF | 107,853 CHF | 98.76% | 98.76% |
05/07/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 218,487 CHF | 114,244 CHF | 99.07% | 99.07% |
04/07/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,787 | 196,092 CHF | 103,001 CHF | 99.36% | 99.36% |
03/07/2024 | 6.27% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 156,419 CHF | 83,210 CHF | 98.79% | 98.79% |
02/07/2024 | 13.38% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,923 CHF | 42,461 CHF | 97.34% | 97.34% |