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 | 6.62% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 146,443 CHF | 78,222 CHF | 97.27% | 97.27% |
12/07/2024 | 5.98% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 162,379 CHF | 86,189 CHF | 99.30% | 99.30% |
11/07/2024 | 7.18% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 134,670 CHF | 72,335 CHF | 99.09% | 99.09% |
10/07/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 121,762 CHF | 65,881 CHF | 99.24% | 99.24% |
09/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,553 CHF | 64,776 CHF | 98.99% | 98.99% |
08/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,545 CHF | 64,773 CHF | 99.32% | 99.32% |
05/07/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 113,182 CHF | 61,591 CHF | 99.38% | 99.38% |
04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,000 CHF | 60,000 CHF | 99.52% | 99.52% |
03/07/2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,856 CHF | 64,428 CHF | 97.77% | 97.77% |
02/07/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,419 CHF | 59,710 CHF | 99.05% | 99.05% |