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 | 4.29% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 228,325 CHF | 95,330 CHF | 98.19% | 98.19% |
12/07/2024 | 4.28% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 228,823 CHF | 95,529 CHF | 99.35% | 99.35% |
11/07/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 248,555 CHF | 103,422 CHF | 97.47% | 97.47% |
10/07/2024 | 3.48% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 901,996 | 301,996 | 254,838 CHF | 88,312 CHF | 98.66% | 98.66% |
09/07/2024 | 3.52% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 906,255 | 306,255 | 253,300 CHF | 88,581 CHF | 98.75% | 98.75% |
08/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 240,185 CHF | 100,074 CHF | 99.07% | 99.07% |
05/07/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 994,523 | 394,523 | 248,904 CHF | 102,610 CHF | 98.37% | 98.37% |
04/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 269,289 CHF | 111,715 CHF | 95.72% | 95.72% |
03/07/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 904,759 | 304,759 | 262,769 CHF | 91,526 CHF | 99.29% | 99.29% |
02/07/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 765,628 | 255,209 | 283,202 CHF | 96,953 CHF | 99.47% | 99.47% |