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 | 5.34% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 182,819 CHF | 96,410 CHF | 97.41% | 97.41% |
12/07/2024 | 4.85% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 201,504 CHF | 105,752 CHF | 99.44% | 99.44% |
11/07/2024 | 5.86% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 165,956 CHF | 87,978 CHF | 99.18% | 99.18% |
10/07/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,439 CHF | 79,720 CHF | 99.22% | 99.22% |
09/07/2024 | 6.49% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,266 CHF | 79,633 CHF | 98.96% | 98.96% |
08/07/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,873 CHF | 79,937 CHF | 99.44% | 99.44% |
05/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,528 CHF | 76,264 CHF | 99.36% | 99.36% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,000 CHF | 75,000 CHF | 99.52% | 99.52% |
03/07/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,130 CHF | 79,565 CHF | 97.80% | 97.80% |
02/07/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 138,995 CHF | 74,497 CHF | 99.05% | 99.05% |