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 | 7.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 908,780 | 308,780 | 123,066 CHF | 44,812 CHF | 96.43% | 96.43% |
12/07/2024 | 6.87% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 126,783 CHF | 45,261 CHF | 97.70% | 97.70% |
11/07/2024 | 6.82% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 127,594 CHF | 45,531 CHF | 97.90% | 97.90% |
10/07/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,184 CHF | 51,274 CHF | 96.79% | 96.79% |
09/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 109,988 CHF | 47,995 CHF | 94.91% | 94.91% |
08/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,252 CHF | 52,101 CHF | 95.88% | 95.88% |
05/07/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 978,919 | 378,919 | 127,732 CHF | 53,111 CHF | 97.69% | 97.69% |
04/07/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 923,532 | 323,532 | 129,514 CHF | 48,599 CHF | 90.55% | 90.55% |
03/07/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 997,243 | 397,243 | 130,375 CHF | 55,891 CHF | 95.92% | 95.92% |
02/07/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,684 CHF | 45,074 CHF | 98.91% | 98.91% |