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 | 7.09% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,195 CHF | 58,478 CHF | 99.32% | 99.32% |
12/07/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 144,500 CHF | 61,800 CHF | 99.34% | 99.34% |
11/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,904 CHF | 56,762 CHF | 99.34% | 99.34% |
10/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,996 CHF | 60,398 CHF | 99.36% | 99.36% |
09/07/2024 | 6.67% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 145,189 CHF | 62,076 CHF | 99.35% | 99.35% |
08/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,526 CHF | 76,211 CHF | 99.36% | 99.36% |
05/07/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 918,031 | 318,031 | 181,620 CHF | 65,999 CHF | 99.35% | 99.35% |
04/07/2024 | 4.91% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 915,950 | 315,950 | 181,800 CHF | 65,781 CHF | 99.37% | 99.37% |
03/07/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,377 CHF | 79,751 CHF | 99.40% | 99.40% |
02/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 176,463 CHF | 74,585 CHF | 99.39% | 99.39% |