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 | 6.58% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,055 CHF | 62,822 CHF | 96.50% | 96.50% |
12/07/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 985,111 | 385,110 | 145,084 CHF | 60,523 CHF | 92.11% | 92.11% |
11/07/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,847 CHF | 56,339 CHF | 98.47% | 98.47% |
10/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 399,961 | 110,008 CHF | 47,998 CHF | 98.42% | 98.42% |
09/07/2024 | 8.85% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,111 CHF | 47,244 CHF | 97.90% | 97.90% |
08/07/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,177 CHF | 55,671 CHF | 98.01% | 98.01% |
05/07/2024 | 7.54% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,714 CHF | 55,086 CHF | 99.03% | 99.03% |
04/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,143 CHF | 56,057 CHF | 99.58% | 99.58% |
03/07/2024 | 8.55% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 112,123 CHF | 48,849 CHF | 97.63% | 97.63% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,000 CHF | 52,000 CHF | 99.56% | 99.56% |