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 | 4.33% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 908,630 | 308,630 | 205,566 CHF | 72,817 CHF | 99.30% | 99.30% |
12/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 215,865 CHF | 74,955 CHF | 99.37% | 99.37% |
11/07/2024 | 4.02% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 912,227 | 312,227 | 222,657 CHF | 79,262 CHF | 99.23% | 99.23% |
10/07/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 215,938 CHF | 90,375 CHF | 99.38% | 99.38% |
09/07/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 204,915 CHF | 85,966 CHF | 99.37% | 99.37% |
08/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 210,511 CHF | 88,205 CHF | 99.40% | 99.40% |
05/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 189,511 CHF | 79,804 CHF | 99.33% | 99.33% |
04/07/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 185,723 CHF | 78,289 CHF | 99.37% | 99.37% |
03/07/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,501 CHF | 76,200 CHF | 99.39% | 99.39% |
02/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 190,027 CHF | 80,011 CHF | 99.38% | 99.38% |