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 | 4.75% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 308,260 CHF | 43,101 CHF | 99.27% | 99.27% |
12/07/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 198,567 | 338,630 CHF | 46,787 CHF | 99.27% | 99.27% |
11/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 180,312 | 350,176 CHF | 43,768 CHF | 99.27% | 99.27% |
10/07/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 1,500,000 | 200,000 | 1,500,000 | 199,598 | 329,935 CHF | 45,891 CHF | 99.27% | 99.27% |
09/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 198,247 | 354,272 CHF | 48,786 CHF | 99.27% | 99.27% |
08/07/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 308,040 CHF | 43,072 CHF | 99.24% | 99.24% |
05/07/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 294,168 CHF | 41,222 CHF | 99.27% | 99.27% |
04/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 353,005 CHF | 49,067 CHF | 99.27% | 99.27% |
03/07/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 351,382 CHF | 48,851 CHF | 99.27% | 99.27% |
02/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 337,074 CHF | 46,943 CHF | 99.27% | 99.27% |