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 | 7.65% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 125,907 CHF | 67,954 CHF | 98.88% | 98.88% |
12/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,494 CHF | 70,247 CHF | 98.66% | 98.66% |
11/07/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 160,453 CHF | 85,227 CHF | 97.81% | 97.81% |
10/07/2024 | 5.82% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 166,884 CHF | 88,442 CHF | 99.05% | 99.05% |
09/07/2024 | 5.67% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 479,249 | 171,555 CHF | 86,750 CHF | 99.30% | 99.30% |
08/07/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,264 | 162,591 CHF | 86,156 CHF | 98.95% | 98.95% |
05/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 169,467 CHF | 89,734 CHF | 99.08% | 99.08% |
04/07/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,748 | 170,436 CHF | 89,409 CHF | 99.37% | 99.37% |
03/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 407,736 | 186,342 CHF | 79,988 CHF | 98.89% | 98.89% |
02/07/2024 | 5.96% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,266 | 163,155 CHF | 86,057 CHF | 98.96% | 98.96% |