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 | 3.69% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,819 CHF | 82,940 CHF | 97.92% | 97.92% |
12/07/2024 | 4.45% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 979,798 | 379,798 | 215,250 CHF | 87,078 CHF | 98.98% | 98.98% |
11/07/2024 | 5.33% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,085 CHF | 77,234 CHF | 97.27% | 97.27% |
10/07/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 171,254 CHF | 72,502 CHF | 89.30% | 89.30% |
09/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 179,742 CHF | 75,897 CHF | 99.35% | 99.35% |
08/07/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 172,882 CHF | 73,153 CHF | 97.53% | 97.53% |
05/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,780 CHF | 76,312 CHF | 96.89% | 96.89% |
04/07/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 182,730 CHF | 77,092 CHF | 99.36% | 99.36% |
03/07/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,079 CHF | 79,632 CHF | 97.90% | 97.90% |
02/07/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 181,635 CHF | 76,654 CHF | 94.53% | 94.53% |