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 | 6.16% | 0.15 CHF | 0.16 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 236,132 CHF | 50,226 CHF | 99.27% | 99.27% |
12/07/2024 | 6.82% | 0.15 CHF | 0.16 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 212,837 CHF | 45,567 CHF | 99.27% | 99.27% |
11/07/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 213,385 CHF | 45,677 CHF | 99.27% | 99.27% |
10/07/2024 | 6.85% | 0.15 CHF | 0.16 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 211,706 CHF | 45,341 CHF | 99.27% | 99.27% |
09/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 197,050 CHF | 42,410 CHF | 99.27% | 99.27% |
08/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 194,937 CHF | 41,987 CHF | 99.22% | 99.22% |
05/07/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 185,386 CHF | 40,077 CHF | 99.27% | 99.27% |
04/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 177,358 CHF | 38,472 CHF | 99.27% | 99.27% |
03/07/2024 | 8.41% | 0.12 CHF | 0.13 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 171,116 CHF | 37,223 CHF | 99.27% | 99.27% |
02/07/2024 | 9.20% | 0.11 CHF | 0.12 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 156,062 CHF | 34,212 CHF | 99.27% | 99.27% |