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 | 6.26% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,327 | 154,826 CHF | 66,783 CHF | 99.15% | 99.15% |
12/07/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 425,199 | 151,883 CHF | 68,785 CHF | 97.84% | 97.84% |
11/07/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 151,637 CHF | 64,655 CHF | 97.32% | 97.32% |
10/07/2024 | 6.14% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,882 CHF | 67,153 CHF | 99.17% | 99.17% |
09/07/2024 | 6.14% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 158,087 CHF | 67,235 CHF | 99.58% | 99.58% |
08/07/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,109 CHF | 70,844 CHF | 99.55% | 99.55% |
05/07/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,272 CHF | 71,709 CHF | 99.57% | 99.57% |
04/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,901 CHF | 72,361 CHF | 99.55% | 99.55% |
03/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,840 CHF | 72,336 CHF | 99.58% | 99.58% |
02/07/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,372 CHF | 70,949 CHF | 99.58% | 99.58% |