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 | 2.92% | 0.32 CHF | 0.33 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,950 | 338,009 CHF | 146,280 CHF | 97.33% | 97.33% |
12/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 363,184 CHF | 149,274 CHF | 99.37% | 99.37% |
11/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 314,353 CHF | 129,741 CHF | 98.96% | 98.96% |
10/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 288,460 CHF | 119,384 CHF | 99.24% | 99.24% |
09/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 289,165 CHF | 119,666 CHF | 99.00% | 99.00% |
08/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 297,897 CHF | 123,159 CHF | 99.43% | 99.43% |
05/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 286,184 CHF | 118,474 CHF | 99.36% | 99.36% |
04/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 280,000 CHF | 116,000 CHF | 99.51% | 99.51% |
03/07/2024 | 3.34% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 294,820 CHF | 121,928 CHF | 97.77% | 97.77% |
02/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 275,955 CHF | 114,382 CHF | 99.03% | 99.03% |