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 | 5.59% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 173,974 CHF | 73,590 CHF | 99.10% | 99.10% |
12/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 987,824 | 387,824 | 175,357 CHF | 72,684 CHF | 98.87% | 98.87% |
11/07/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 161,285 CHF | 68,514 CHF | 99.02% | 99.02% |
10/07/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 156,106 CHF | 66,442 CHF | 99.08% | 99.08% |
09/07/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 152,151 CHF | 64,860 CHF | 99.13% | 99.13% |
08/07/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 195,411 CHF | 68,137 CHF | 99.11% | 99.11% |
05/07/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 206,520 CHF | 71,840 CHF | 98.73% | 98.73% |
04/07/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 204,012 CHF | 71,004 CHF | 98.79% | 98.79% |
03/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,047 CHF | 68,349 CHF | 97.64% | 97.64% |
02/07/2024 | 5.07% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 932,970 | 332,970 | 179,399 CHF | 67,303 CHF | 99.16% | 99.16% |