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 | 5.28% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,282 | 184,815 CHF | 77,977 CHF | 99.24% | 99.24% |
12/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,965 CHF | 79,986 CHF | 98.76% | 98.76% |
11/07/2024 | 4.33% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 226,159 CHF | 94,464 CHF | 97.75% | 97.75% |
10/07/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 233,852 CHF | 97,541 CHF | 99.17% | 99.17% |
09/07/2024 | 4.14% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 236,851 CHF | 98,740 CHF | 99.06% | 99.06% |
08/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 231,384 CHF | 96,554 CHF | 98.72% | 98.72% |
05/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 238,682 CHF | 99,473 CHF | 98.80% | 98.80% |
04/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 237,621 CHF | 99,049 CHF | 99.36% | 99.36% |
03/07/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 257,718 CHF | 107,087 CHF | 98.82% | 98.82% |
02/07/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 230,130 CHF | 96,052 CHF | 98.99% | 98.99% |