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 | 5.16% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,357 CHF | 79,743 CHF | 91.33% | 91.33% |
12/07/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 192,947 CHF | 81,179 CHF | 94.16% | 94.16% |
11/07/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,148 CHF | 76,059 CHF | 93.86% | 93.86% |
10/07/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,588 CHF | 77,435 CHF | 89.18% | 89.18% |
09/07/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 172,616 CHF | 73,046 CHF | 91.75% | 91.75% |
08/07/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 194,216 CHF | 81,687 CHF | 90.98% | 90.98% |
05/07/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 200,183 CHF | 84,073 CHF | 98.54% | 98.54% |
04/07/2024 | 5.83% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 166,920 CHF | 70,768 CHF | 88.94% | 88.94% |
03/07/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 161,350 CHF | 68,540 CHF | 95.36% | 95.36% |
02/07/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 413,324 | 150,696 CHF | 66,377 CHF | 95.44% | 95.44% |