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 | 3.14% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 507,836 | 507,836 | 164,450 CHF | 169,563 CHF | 98.75% | 98.75% |
12/07/2024 | 2.30% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 513,449 | 513,449 | 222,785 CHF | 227,945 CHF | 99.75% | 99.75% |
11/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 553,665 | 553,665 | 178,934 CHF | 184,528 CHF | 99.98% | 99.98% |
10/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 555,781 | 555,781 | 182,192 CHF | 187,780 CHF | 100.00% | 100.00% |
09/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 538,169 | 538,169 | 199,270 CHF | 204,684 CHF | 99.14% | 99.14% |
08/07/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 1,000,000 | 1,000,000 | 531,121 | 531,121 | 206,825 CHF | 212,170 CHF | 100.00% | 100.00% |
05/07/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 1,000,000 | 1,000,000 | 519,968 | 519,968 | 205,510 CHF | 210,729 CHF | 99.27% | 99.27% |
04/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 550,000 | 550,000 | 433,142 | 433,142 | 182,447 CHF | 186,778 CHF | 95.27% | 95.27% |
03/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 940,000 | 940,000 | 468,016 | 468,016 | 210,515 CHF | 215,216 CHF | 96.02% | 96.02% |
02/07/2024 | 1.66% | 0.51 CHF | 0.52 CHF | 870,000 | 870,000 | 433,079 | 433,079 | 259,450 CHF | 263,812 CHF | 99.06% | 99.06% |