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 | 4.32% | 0.23 CHF | 0.24 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 227,119 CHF | 35,568 CHF | 99.27% | 99.27% |
12/07/2024 | 4.57% | 0.24 CHF | 0.25 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 214,114 CHF | 33,617 CHF | 99.27% | 99.27% |
11/07/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 193,937 CHF | 30,591 CHF | 99.27% | 99.27% |
10/07/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 195,659 CHF | 30,849 CHF | 99.27% | 99.27% |
09/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 218,819 CHF | 34,323 CHF | 99.27% | 99.27% |
08/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 213,552 CHF | 33,533 CHF | 99.20% | 99.20% |
05/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 235,509 CHF | 36,826 CHF | 99.27% | 99.27% |
04/07/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 253,511 CHF | 39,527 CHF | 99.27% | 99.27% |
03/07/2024 | 4.62% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 213,028 CHF | 33,454 CHF | 99.27% | 99.27% |
02/07/2024 | 5.18% | 0.21 CHF | 0.22 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 188,553 CHF | 29,783 CHF | 99.26% | 99.26% |