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 | 7.44% | 0.13 CHF | 0.14 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 129,405 CHF | 41,821 CHF | 99.27% | 99.27% |
12/07/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 119,014 CHF | 38,704 CHF | 99.27% | 99.27% |
11/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 116,061 CHF | 37,818 CHF | 99.27% | 99.27% |
10/07/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 116,991 CHF | 38,097 CHF | 99.27% | 99.27% |
09/07/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 110,479 CHF | 36,144 CHF | 99.27% | 99.27% |
08/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 110,000 CHF | 36,000 CHF | 99.22% | 99.22% |
05/07/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 109,614 CHF | 35,884 CHF | 99.27% | 99.27% |
04/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 100,181 CHF | 33,054 CHF | 99.27% | 99.27% |
03/07/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 101,940 CHF | 33,582 CHF | 99.27% | 99.27% |
02/07/2024 | 10.23% | 0.09 CHF | 0.10 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 93,000 CHF | 30,900 CHF | 99.27% | 99.27% |