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 | 7.96% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,632 CHF | 52,253 CHF | 99.48% | 99.48% |
12/07/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,913 CHF | 54,365 CHF | 99.44% | 99.44% |
11/07/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,144 | 116,027 CHF | 51,501 CHF | 98.83% | 98.83% |
10/07/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,772 | 110,253 CHF | 48,434 CHF | 99.13% | 99.13% |
09/07/2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,583 | 114,013 CHF | 50,275 CHF | 98.48% | 98.48% |
08/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,065 | 110,366 CHF | 48,154 CHF | 98.54% | 98.54% |
05/07/2024 | 8.15% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 401,563 | 117,789 CHF | 51,303 CHF | 93.69% | 93.69% |
04/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,918 CHF | 52,367 CHF | 97.84% | 97.84% |
03/07/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,903 CHF | 51,561 CHF | 98.66% | 98.66% |
02/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 406,268 | 110,375 CHF | 48,902 CHF | 99.47% | 99.47% |