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 | 6.96% | 0.14 CHF | 0.15 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 138,829 CHF | 7,441 CHF | 99.27% | 99.27% |
12/07/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 124,582 CHF | 6,729 CHF | 99.27% | 99.27% |
11/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 117,990 CHF | 6,400 CHF | 99.27% | 99.27% |
10/07/2024 | 8.04% | 0.13 CHF | 0.14 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 119,558 CHF | 6,478 CHF | 99.27% | 99.27% |
09/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 116,538 CHF | 6,327 CHF | 99.27% | 99.27% |
08/07/2024 | 8.00% | 0.11 CHF | 0.12 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 120,053 CHF | 6,503 CHF | 99.21% | 99.21% |
05/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 117,784 CHF | 6,389 CHF | 99.27% | 99.27% |
04/07/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 113,699 CHF | 6,185 CHF | 99.27% | 99.27% |
03/07/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 124,771 CHF | 6,739 CHF | 99.27% | 99.27% |
02/07/2024 | 7.11% | 0.14 CHF | 0.15 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 136,319 CHF | 7,316 CHF | 90.87% | 90.87% |