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 | 6.08% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 996,518 | 396,518 | 158,872 CHF | 67,159 CHF | 97.09% | 97.09% |
12/07/2024 | 5.26% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 166,850 CHF | 58,617 CHF | 96.56% | 96.56% |
11/07/2024 | 5.86% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 997,147 | 397,147 | 165,551 CHF | 69,884 CHF | 97.58% | 97.58% |
10/07/2024 | 7.05% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,468 CHF | 59,387 CHF | 98.66% | 98.66% |
09/07/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,944 CHF | 55,578 CHF | 98.62% | 98.62% |
08/07/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,584 CHF | 55,434 CHF | 94.87% | 94.87% |
05/07/2024 | 6.67% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 145,305 CHF | 62,122 CHF | 95.11% | 95.11% |
04/07/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,375 CHF | 60,550 CHF | 95.45% | 95.45% |
03/07/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,174 CHF | 65,670 CHF | 96.84% | 96.84% |
02/07/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,296 CHF | 59,319 CHF | 98.31% | 98.31% |