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 | 5.20% | 0.19 CHF | 0.20 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 187,380 CHF | 29,607 CHF | 99.27% | 99.27% |
12/07/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 186,932 CHF | 29,540 CHF | 99.27% | 99.27% |
11/07/2024 | 5.82% | 0.18 CHF | 0.19 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 167,239 CHF | 26,586 CHF | 99.27% | 99.27% |
10/07/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 154,906 CHF | 24,736 CHF | 99.27% | 99.27% |
09/07/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 154,444 CHF | 24,667 CHF | 99.27% | 99.27% |
08/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 152,089 CHF | 24,313 CHF | 99.25% | 99.25% |
05/07/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 148,490 CHF | 23,774 CHF | 99.27% | 99.27% |
04/07/2024 | 6.61% | 0.15 CHF | 0.16 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 146,570 CHF | 23,486 CHF | 99.27% | 99.27% |
03/07/2024 | 7.16% | 0.13 CHF | 0.14 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 134,937 CHF | 21,741 CHF | 99.27% | 99.27% |
02/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 134,503 CHF | 21,676 CHF | 99.27% | 99.27% |