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 | 4.37% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 224,372 CHF | 117,186 CHF | 97.22% | 97.22% |
12/07/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 243,132 CHF | 126,566 CHF | 99.41% | 99.41% |
11/07/2024 | 4.75% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 205,843 CHF | 107,922 CHF | 99.20% | 99.20% |
10/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 188,293 CHF | 99,147 CHF | 99.32% | 99.32% |
09/07/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 182,519 CHF | 96,260 CHF | 99.02% | 99.02% |
08/07/2024 | 5.14% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 189,530 CHF | 99,765 CHF | 99.36% | 99.36% |
05/07/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 178,811 CHF | 94,405 CHF | 99.33% | 99.33% |
04/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 180,000 CHF | 95,000 CHF | 99.51% | 99.51% |
03/07/2024 | 5.18% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 188,263 CHF | 99,131 CHF | 97.80% | 97.80% |
02/07/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 172,576 CHF | 91,288 CHF | 99.04% | 99.04% |