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 | 7.57% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,569 CHF | 68,785 CHF | 99.15% | 99.15% |
12/07/2024 | 6.82% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 456,397 | 142,491 CHF | 69,172 CHF | 98.72% | 98.72% |
11/07/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,422 | 142,580 CHF | 76,038 CHF | 98.96% | 98.96% |
10/07/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 448,341 | 151,443 CHF | 72,312 CHF | 98.92% | 98.92% |
09/07/2024 | 6.52% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 464,874 | 148,985 CHF | 73,491 CHF | 98.86% | 98.86% |
08/07/2024 | 7.39% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,616 CHF | 70,308 CHF | 98.86% | 98.86% |
05/07/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 134,743 CHF | 72,371 CHF | 99.05% | 99.05% |
04/07/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,871 CHF | 71,548 CHF | 98.92% | 98.92% |
03/07/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 178,128 CHF | 75,251 CHF | 98.79% | 98.79% |
02/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 202,898 CHF | 85,159 CHF | 98.64% | 98.64% |