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 | 3.59% | 0.26 CHF | 0.27 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 273,898 CHF | 141,949 CHF | 97.28% | 97.28% |
12/07/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,925 | 300,293 CHF | 155,123 CHF | 99.41% | 99.41% |
11/07/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,434 | 255,859 CHF | 132,760 CHF | 99.23% | 99.23% |
10/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 230,007 CHF | 120,003 CHF | 99.30% | 99.30% |
09/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 230,951 CHF | 120,476 CHF | 98.96% | 98.96% |
08/07/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 238,566 CHF | 124,283 CHF | 99.40% | 99.40% |
05/07/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 227,991 CHF | 118,995 CHF | 99.38% | 99.38% |
04/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 222,104 CHF | 116,052 CHF | 99.53% | 99.53% |
03/07/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 235,567 CHF | 122,783 CHF | 97.76% | 97.76% |
02/07/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 220,249 CHF | 115,124 CHF | 99.04% | 99.04% |