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 | 5.74% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,326 CHF | 71,731 CHF | 99.60% | 99.60% |
12/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,974 CHF | 71,990 CHF | 99.64% | 99.64% |
11/07/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 165,713 CHF | 70,285 CHF | 99.47% | 99.47% |
10/07/2024 | 6.16% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,439 CHF | 66,976 CHF | 99.60% | 99.60% |
09/07/2024 | 6.48% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 149,672 CHF | 63,869 CHF | 99.57% | 99.57% |
08/07/2024 | 4.90% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,441 CHF | 83,777 CHF | 99.53% | 99.53% |
05/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 210,228 CHF | 88,091 CHF | 99.53% | 99.53% |
04/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 988,243 | 388,243 | 221,729 CHF | 90,951 CHF | 99.58% | 99.58% |
03/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 190,592 CHF | 80,237 CHF | 99.57% | 99.57% |
02/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,283 CHF | 62,913 CHF | 99.56% | 99.56% |