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 | 500,000 | 1,000,000 | 493,293 | 184,671 CHF | 95,927 CHF | 97.66% | 97.66% |
12/07/2024 | 5.25% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 185,645 CHF | 97,822 CHF | 99.07% | 99.07% |
11/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 414,345 | 199,558 CHF | 86,696 CHF | 97.49% | 97.49% |
10/07/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 225,410 CHF | 94,164 CHF | 98.64% | 98.64% |
09/07/2024 | 4.39% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 223,284 CHF | 93,314 CHF | 98.79% | 98.79% |
08/07/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 478,424 | 193,122 CHF | 96,989 CHF | 99.06% | 99.06% |
05/07/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 472,123 | 202,804 CHF | 100,257 CHF | 97.56% | 97.56% |
04/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,606 CHF | 91,443 CHF | 95.74% | 95.74% |
03/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 235,687 CHF | 98,275 CHF | 99.29% | 99.29% |
02/07/2024 | 3.26% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 917,703 | 317,703 | 277,060 CHF | 98,890 CHF | 99.46% | 99.46% |