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 | 3.12% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 485,143 | 316,189 CHF | 157,877 CHF | 98.18% | 98.18% |
12/07/2024 | 4.34% | 0.27 CHF | 0.28 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 226,740 CHF | 118,370 CHF | 98.70% | 98.70% |
11/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 340,323 CHF | 175,162 CHF | 98.29% | 98.29% |
10/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 337,332 CHF | 173,666 CHF | 99.14% | 99.14% |
09/07/2024 | 3.46% | 0.31 CHF | 0.32 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 284,760 CHF | 147,380 CHF | 98.97% | 98.97% |
08/07/2024 | 3.73% | 0.30 CHF | 0.31 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 263,167 CHF | 136,584 CHF | 98.85% | 98.85% |
05/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 271,030 CHF | 140,515 CHF | 98.64% | 98.64% |
04/07/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 250,864 CHF | 130,432 CHF | 99.37% | 99.37% |
03/07/2024 | 4.66% | 0.24 CHF | 0.25 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 210,904 CHF | 110,452 CHF | 98.81% | 98.81% |
02/07/2024 | 7.92% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 125,463 CHF | 67,732 CHF | 97.38% | 97.38% |