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 | 5.84% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 577,371 | 577,371 | 101,307 CHF | 107,122 CHF | 98.74% | 98.74% |
12/07/2024 | 8.46% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 611,735 | 611,735 | 74,274 CHF | 80,422 CHF | 99.75% | 99.75% |
11/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 569,009 | 569,009 | 108,780 CHF | 114,529 CHF | 99.97% | 99.97% |
10/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 566,995 | 566,995 | 103,942 CHF | 109,643 CHF | 100.00% | 100.00% |
09/07/2024 | 6.65% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 586,300 | 586,300 | 89,528 CHF | 95,426 CHF | 99.14% | 99.14% |
08/07/2024 | 7.28% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 591,001 | 591,001 | 81,807 CHF | 87,755 CHF | 100.00% | 100.00% |
05/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 591,377 | 591,377 | 82,826 CHF | 88,763 CHF | 99.29% | 99.29% |
04/07/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 680,000 | 680,000 | 536,002 | 536,002 | 68,740 CHF | 74,100 CHF | 95.28% | 95.28% |
03/07/2024 | 9.71% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 588,334 | 588,334 | 62,303 CHF | 68,213 CHF | 96.23% | 96.23% |
02/07/2024 | 17.83% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 621,186 | 621,186 | 36,879 CHF | 43,138 CHF | 99.17% | 99.17% |