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 | 5.99% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 162,156 CHF | 86,078 CHF | 98.88% | 98.88% |
12/07/2024 | 6.32% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 153,454 CHF | 81,727 CHF | 98.79% | 98.79% |
11/07/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 123,123 CHF | 66,562 CHF | 99.30% | 99.30% |
10/07/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,301 CHF | 64,650 CHF | 98.43% | 98.43% |
09/07/2024 | 7.36% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 131,177 CHF | 70,589 CHF | 97.75% | 97.75% |
08/07/2024 | 6.39% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 151,536 CHF | 80,768 CHF | 97.51% | 97.51% |
05/07/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 166,654 CHF | 88,327 CHF | 98.34% | 98.34% |
04/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 169,520 CHF | 89,760 CHF | 94.22% | 94.22% |
03/07/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 166,887 CHF | 88,444 CHF | 99.38% | 99.38% |
02/07/2024 | 6.51% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 148,628 CHF | 79,314 CHF | 99.04% | 99.04% |