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 | 7.37% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 996,538 | 396,538 | 130,349 CHF | 55,814 CHF | 99.54% | 99.54% |
12/07/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 997,825 | 397,825 | 136,313 CHF | 58,321 CHF | 99.40% | 99.40% |
11/07/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,958 CHF | 52,783 CHF | 98.78% | 98.78% |
10/07/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,529 CHF | 54,212 CHF | 99.22% | 99.22% |
09/07/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,480 CHF | 54,992 CHF | 98.44% | 98.44% |
08/07/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,449 CHF | 54,980 CHF | 98.40% | 98.40% |
05/07/2024 | 7.38% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 950,605 | 350,605 | 124,121 CHF | 49,133 CHF | 93.72% | 93.72% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 125,916 CHF | 44,972 CHF | 97.84% | 97.84% |
03/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 992,610 | 392,610 | 130,219 CHF | 55,393 CHF | 98.54% | 98.54% |
02/07/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,785 CHF | 51,914 CHF | 99.47% | 99.47% |