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 | 5.96% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 163,119 CHF | 69,248 CHF | 99.39% | 99.39% |
12/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 976,770 | 376,770 | 170,120 CHF | 69,307 CHF | 99.32% | 99.32% |
11/07/2024 | 5.54% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 175,543 CHF | 74,217 CHF | 99.32% | 99.32% |
10/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 150,730 CHF | 64,292 CHF | 99.36% | 99.36% |
09/07/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,855 CHF | 60,742 CHF | 99.36% | 99.36% |
08/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,469 CHF | 62,988 CHF | 99.36% | 99.36% |
05/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 410,392 | 129,912 CHF | 57,404 CHF | 99.37% | 99.37% |
04/07/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 470,588 | 125,706 CHF | 63,735 CHF | 99.36% | 99.36% |
03/07/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,352 | 122,168 CHF | 65,993 CHF | 99.35% | 99.35% |
02/07/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 423,226 | 129,480 CHF | 58,992 CHF | 99.30% | 99.30% |