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 | 5.08% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 940,481 | 340,481 | 180,346 CHF | 68,482 CHF | 96.40% | 96.40% |
12/07/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 924,289 | 324,289 | 180,283 CHF | 66,397 CHF | 97.70% | 97.70% |
11/07/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 953,063 | 353,063 | 188,485 CHF | 73,283 CHF | 97.90% | 97.90% |
10/07/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 177,168 CHF | 74,867 CHF | 96.82% | 96.82% |
09/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,956 CHF | 71,982 CHF | 94.82% | 94.82% |
08/07/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 178,717 CHF | 75,487 CHF | 95.78% | 95.78% |
05/07/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 190,013 CHF | 80,005 CHF | 97.70% | 97.70% |
04/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 996,163 | 396,163 | 199,261 CHF | 83,204 CHF | 90.55% | 90.55% |
03/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,694 CHF | 79,878 CHF | 95.92% | 95.92% |
02/07/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 162,671 CHF | 69,068 CHF | 98.91% | 98.91% |