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 | 5.79% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 167,755 CHF | 88,877 CHF | 99.17% | 99.17% |
12/07/2024 | 6.73% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 143,998 CHF | 76,999 CHF | 99.58% | 99.58% |
11/07/2024 | 6.76% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 143,251 CHF | 76,626 CHF | 99.33% | 99.33% |
10/07/2024 | 7.40% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,424 CHF | 70,212 CHF | 99.39% | 99.39% |
09/07/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,171 CHF | 64,585 CHF | 99.35% | 99.35% |
08/07/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,369 CHF | 63,185 CHF | 99.11% | 99.11% |
05/07/2024 | 7.71% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,920 CHF | 67,460 CHF | 99.29% | 99.29% |
04/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,383 CHF | 64,692 CHF | 99.36% | 99.36% |
03/07/2024 | 9.81% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,605 CHF | 53,803 CHF | 99.20% | 99.20% |
02/07/2024 | 10.55% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,769 CHF | 49,884 CHF | 99.15% | 99.15% |