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 | 4.84% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,144 | 202,491 CHF | 105,837 CHF | 97.29% | 97.29% |
12/07/2024 | 4.37% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 401,967 | 224,488 CHF | 94,230 CHF | 99.36% | 99.36% |
11/07/2024 | 5.37% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 467,245 | 181,906 CHF | 89,285 CHF | 99.26% | 99.26% |
10/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,044 CHF | 84,522 CHF | 99.29% | 99.29% |
09/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 168,053 CHF | 89,027 CHF | 98.96% | 98.96% |
08/07/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 467,115 | 179,191 CHF | 88,255 CHF | 99.42% | 99.42% |
05/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 169,819 CHF | 89,910 CHF | 99.36% | 99.36% |
04/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 170,000 CHF | 90,000 CHF | 99.53% | 99.53% |
03/07/2024 | 5.32% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 480,720 | 183,224 CHF | 92,756 CHF | 97.88% | 97.88% |
02/07/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,541 | 169,913 CHF | 89,865 CHF | 99.10% | 99.10% |