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 | 6.21% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,223 CHF | 41,575 CHF | 97.12% | 97.12% |
12/07/2024 | 5.19% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,944 CHF | 49,481 CHF | 96.51% | 96.51% |
11/07/2024 | 5.99% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 823,542 | 274,355 | 133,394 CHF | 47,181 CHF | 97.64% | 97.64% |
10/07/2024 | 7.81% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 948,111 | 348,111 | 118,456 CHF | 46,453 CHF | 98.65% | 98.65% |
09/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 977,748 | 377,748 | 108,897 CHF | 45,734 CHF | 98.60% | 98.60% |
08/07/2024 | 8.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 998,697 | 398,697 | 108,870 CHF | 47,441 CHF | 94.86% | 94.86% |
05/07/2024 | 7.52% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 918,539 | 318,539 | 117,930 CHF | 43,868 CHF | 95.10% | 95.10% |
04/07/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 931,707 | 331,707 | 117,648 CHF | 45,045 CHF | 95.44% | 95.44% |
03/07/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 127,943 CHF | 45,648 CHF | 96.84% | 96.84% |
02/07/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 990,789 | 390,789 | 120,175 CHF | 51,255 CHF | 98.25% | 98.25% |