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 | 5.80% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 167,677 CHF | 88,838 CHF | 98.76% | 98.76% |
12/07/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,694 CHF | 84,847 CHF | 98.75% | 98.75% |
11/07/2024 | 7.35% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 131,088 CHF | 70,544 CHF | 99.35% | 99.35% |
10/07/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,762 CHF | 69,381 CHF | 98.36% | 98.36% |
09/07/2024 | 6.86% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 141,057 CHF | 75,529 CHF | 97.79% | 97.79% |
08/07/2024 | 6.09% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,287 CHF | 84,644 CHF | 97.50% | 97.50% |
05/07/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 173,627 CHF | 91,814 CHF | 98.33% | 98.33% |
04/07/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 178,018 CHF | 94,009 CHF | 94.21% | 94.21% |
03/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 176,338 CHF | 93,169 CHF | 99.27% | 99.27% |
02/07/2024 | 6.11% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,791 CHF | 84,396 CHF | 99.00% | 99.00% |