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 | 4.40% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 222,516 CHF | 93,006 CHF | 98.85% | 98.85% |
12/07/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 209,227 CHF | 87,691 CHF | 98.86% | 98.86% |
11/07/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 164,318 CHF | 69,727 CHF | 99.29% | 99.29% |
10/07/2024 | 6.15% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,665 CHF | 67,066 CHF | 98.47% | 98.47% |
09/07/2024 | 5.60% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 174,194 CHF | 73,678 CHF | 97.72% | 97.72% |
08/07/2024 | 4.82% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 202,859 CHF | 85,144 CHF | 97.49% | 97.49% |
05/07/2024 | 4.38% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 937,462 | 337,462 | 209,219 CHF | 78,486 CHF | 98.29% | 98.29% |
04/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 963,700 | 363,700 | 216,220 CHF | 85,116 CHF | 94.22% | 94.22% |
03/07/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 993,717 | 393,717 | 222,185 CHF | 91,944 CHF | 99.36% | 99.36% |
02/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 196,911 CHF | 82,765 CHF | 98.92% | 98.92% |