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 | 6.97% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 475,871 | 138,777 CHF | 70,606 CHF | 99.56% | 99.56% |
12/07/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,481 CHF | 68,192 CHF | 99.48% | 99.48% |
11/07/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,514 | 136,004 CHF | 72,629 CHF | 99.13% | 99.13% |
10/07/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,113 CHF | 63,056 CHF | 99.59% | 99.59% |
09/07/2024 | 8.13% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,149 CHF | 64,074 CHF | 99.55% | 99.55% |
08/07/2024 | 6.81% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 454,972 | 142,469 CHF | 69,010 CHF | 99.57% | 99.57% |
05/07/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,029 CHF | 70,812 CHF | 99.24% | 99.24% |
04/07/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,795 CHF | 71,518 CHF | 99.55% | 99.55% |
03/07/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 166,671 CHF | 70,668 CHF | 99.59% | 99.59% |
02/07/2024 | 6.63% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 428,979 | 146,040 CHF | 66,763 CHF | 99.55% | 99.55% |