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 | 6.68% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 144,832 CHF | 61,933 CHF | 99.15% | 99.15% |
12/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,912 CHF | 60,765 CHF | 97.91% | 97.91% |
11/07/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,622 CHF | 60,649 CHF | 97.35% | 97.35% |
10/07/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,774 CHF | 63,109 CHF | 99.18% | 99.18% |
09/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,069 CHF | 63,228 CHF | 99.57% | 99.57% |
08/07/2024 | 6.15% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 999,410 | 399,410 | 157,570 CHF | 66,966 CHF | 99.54% | 99.54% |
05/07/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 926,864 | 326,864 | 154,311 CHF | 57,533 CHF | 99.55% | 99.55% |
04/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 936,600 | 336,600 | 159,119 CHF | 60,547 CHF | 99.56% | 99.56% |
03/07/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 986,184 | 386,184 | 159,264 CHF | 66,157 CHF | 99.59% | 99.59% |
02/07/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 158,417 CHF | 67,367 CHF | 99.58% | 99.58% |