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 | 3.57% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 247,647 CHF | 85,549 CHF | 99.54% | 99.54% |
12/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 286,851 CHF | 98,617 CHF | 96.04% | 96.04% |
11/07/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 270,053 CHF | 112,021 CHF | 98.43% | 98.43% |
10/07/2024 | 4.20% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 233,257 CHF | 97,303 CHF | 99.59% | 99.59% |
09/07/2024 | 4.61% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 211,984 CHF | 88,793 CHF | 98.00% | 98.00% |
08/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 200,050 CHF | 84,020 CHF | 99.23% | 99.23% |
05/07/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 217,668 CHF | 91,067 CHF | 99.55% | 99.55% |
04/07/2024 | 4.27% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 229,058 CHF | 95,623 CHF | 99.34% | 99.34% |
03/07/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 213,599 CHF | 89,440 CHF | 99.35% | 99.35% |
02/07/2024 | 5.35% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 466,873 | 181,920 CHF | 89,474 CHF | 99.57% | 99.57% |