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 | 4.36% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 407,227 | 224,599 CHF | 95,430 CHF | 99.16% | 99.16% |
12/07/2024 | 4.59% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 449,090 | 213,633 CHF | 99,969 CHF | 99.15% | 99.15% |
11/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 485,094 | 217,018 CHF | 110,043 CHF | 98.91% | 98.91% |
10/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 209,721 CHF | 109,860 CHF | 98.91% | 98.91% |
09/07/2024 | 4.54% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 465,390 | 215,831 CHF | 104,823 CHF | 98.92% | 98.92% |
08/07/2024 | 4.14% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,007 | 236,448 CHF | 98,811 CHF | 98.68% | 98.68% |
05/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,197 | 235,380 CHF | 98,658 CHF | 99.02% | 99.02% |
04/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 202,984 CHF | 106,492 CHF | 98.90% | 98.90% |
03/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 197,775 CHF | 103,887 CHF | 98.88% | 98.88% |
02/07/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 186,653 CHF | 98,326 CHF | 98.76% | 98.76% |