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 | 3.77% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 260,741 CHF | 135,371 CHF | 98.36% | 98.36% |
12/07/2024 | 5.34% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 183,710 CHF | 96,855 CHF | 98.98% | 98.98% |
11/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 284,052 CHF | 147,026 CHF | 98.19% | 98.19% |
10/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 278,431 CHF | 144,215 CHF | 99.14% | 99.14% |
09/07/2024 | 4.21% | 0.26 CHF | 0.27 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 232,921 CHF | 121,461 CHF | 99.03% | 99.03% |
08/07/2024 | 4.59% | 0.24 CHF | 0.25 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 213,102 CHF | 111,551 CHF | 98.55% | 98.55% |
05/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 219,853 CHF | 114,927 CHF | 99.14% | 99.14% |
04/07/2024 | 4.83% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 202,131 CHF | 106,065 CHF | 99.37% | 99.37% |
03/07/2024 | 5.84% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 167,782 CHF | 88,891 CHF | 99.10% | 99.10% |
02/07/2024 | 10.40% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,226 CHF | 52,613 CHF | 97.34% | 97.34% |