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 | 4.96% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,109 | 196,780 CHF | 83,526 CHF | 98.24% | 98.24% |
12/07/2024 | 5.89% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 491,210 | 165,324 CHF | 85,904 CHF | 97.42% | 97.42% |
11/07/2024 | 4.90% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 199,617 CHF | 104,808 CHF | 98.19% | 98.19% |
10/07/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 203,667 CHF | 106,833 CHF | 97.97% | 97.97% |
09/07/2024 | 4.52% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 455,153 | 217,530 CHF | 103,057 CHF | 98.55% | 98.55% |
08/07/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 151,002 CHF | 80,501 CHF | 96.80% | 96.80% |
05/07/2024 | 9.45% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,884 CHF | 55,442 CHF | 93.53% | 93.53% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,000 CHF | 55,000 CHF | 99.19% | 99.19% |
03/07/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,755 CHF | 54,878 CHF | 97.47% | 97.47% |
02/07/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,557 CHF | 50,279 CHF | 94.63% | 94.63% |