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 | 7.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 955,267 | 355,267 | 120,013 CHF | 48,023 CHF | 98.26% | 98.26% |
12/07/2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 979,364 | 379,364 | 134,713 CHF | 55,944 CHF | 97.07% | 97.07% |
11/07/2024 | 5.88% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,877 CHF | 52,626 CHF | 93.69% | 93.69% |
10/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 772,854 | 257,618 | 144,785 CHF | 50,838 CHF | 97.15% | 97.15% |
09/07/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,207 CHF | 51,902 CHF | 97.53% | 97.53% |
08/07/2024 | 5.58% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 868,812 | 289,604 | 151,260 CHF | 53,316 CHF | 99.55% | 99.55% |
05/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,001 CHF | 60,500 CHF | 98.10% | 98.10% |
04/07/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,403 CHF | 59,968 CHF | 99.37% | 99.37% |
03/07/2024 | 5.26% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 872,914 | 290,971 | 161,426 CHF | 56,718 CHF | 97.64% | 97.64% |
02/07/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 889,312 | 296,437 | 159,309 CHF | 56,067 CHF | 97.50% | 97.50% |