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 | 7.38% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 577,402 | 577,402 | 77,834 CHF | 83,649 CHF | 98.75% | 98.75% |
12/07/2024 | 4.86% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 611,720 | 611,720 | 124,382 CHF | 130,530 CHF | 99.75% | 99.75% |
11/07/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 569,026 | 569,026 | 78,696 CHF | 84,446 CHF | 100.00% | 100.00% |
10/07/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 566,995 | 566,995 | 78,913 CHF | 84,614 CHF | 100.00% | 100.00% |
09/07/2024 | 6.08% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 586,306 | 586,306 | 95,764 CHF | 101,663 CHF | 99.14% | 99.14% |
08/07/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 591,009 | 591,009 | 103,231 CHF | 109,179 CHF | 100.00% | 100.00% |
05/07/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 591,412 | 591,412 | 106,072 CHF | 112,008 CHF | 99.28% | 99.28% |
04/07/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 680,000 | 680,000 | 536,003 | 536,003 | 105,236 CHF | 110,596 CHF | 95.28% | 95.28% |
03/07/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 588,433 | 588,433 | 124,776 CHF | 130,688 CHF | 96.23% | 96.23% |
02/07/2024 | 3.13% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 528,916 | 528,916 | 167,062 CHF | 172,390 CHF | 99.17% | 99.17% |