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 | 6.03% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 161,292 CHF | 68,517 CHF | 99.56% | 99.56% |
12/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 904,521 | 304,521 | 171,503 CHF | 60,755 CHF | 99.50% | 99.50% |
11/07/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 156,573 CHF | 66,629 CHF | 99.13% | 99.13% |
10/07/2024 | 7.47% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,275 CHF | 55,710 CHF | 99.60% | 99.60% |
09/07/2024 | 7.33% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,537 CHF | 56,615 CHF | 99.56% | 99.56% |
08/07/2024 | 5.94% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 991,525 | 391,525 | 162,729 CHF | 68,082 CHF | 99.58% | 99.58% |
05/07/2024 | 4.97% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 912,278 | 312,278 | 178,988 CHF | 64,259 CHF | 99.32% | 99.32% |
04/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 177,246 CHF | 62,082 CHF | 99.54% | 99.54% |
03/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 901,537 | 301,537 | 177,569 CHF | 62,399 CHF | 99.48% | 99.48% |
02/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,097 CHF | 72,039 CHF | 99.56% | 99.56% |