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 | 5.53% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 984,420 | 384,420 | 173,256 CHF | 71,428 CHF | 93.60% | 93.60% |
12/07/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,891 CHF | 60,297 CHF | 94.74% | 94.74% |
11/07/2024 | 5.42% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 940,180 | 340,180 | 168,974 CHF | 64,232 CHF | 94.67% | 94.67% |
10/07/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 162,784 CHF | 69,114 CHF | 97.37% | 97.37% |
09/07/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,406 CHF | 68,163 CHF | 97.63% | 97.63% |
08/07/2024 | 5.85% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 993,903 | 393,903 | 165,269 CHF | 69,388 CHF | 95.96% | 95.96% |
05/07/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 997,045 | 397,045 | 170,568 CHF | 71,879 CHF | 95.10% | 95.10% |
04/07/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,763 CHF | 71,905 CHF | 94.73% | 94.73% |
03/07/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,787 CHF | 68,315 CHF | 97.30% | 97.30% |
02/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,002 CHF | 68,001 CHF | 96.54% | 96.54% |