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 | 5.82% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 951,314 | 351,314 | 158,792 CHF | 61,946 CHF | 92.14% | 92.14% |
12/07/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 995,987 | 395,987 | 152,972 CHF | 64,763 CHF | 94.15% | 94.15% |
11/07/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 968,886 | 368,886 | 163,516 CHF | 65,851 CHF | 93.88% | 93.88% |
10/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 994,390 | 394,390 | 172,710 CHF | 72,422 CHF | 88.17% | 88.17% |
09/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 904,279 | 304,279 | 171,395 CHF | 60,688 CHF | 92.65% | 92.65% |
08/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,894 CHF | 72,358 CHF | 90.11% | 90.11% |
05/07/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,123 CHF | 71,649 CHF | 98.50% | 98.50% |
04/07/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 179,550 CHF | 62,850 CHF | 88.95% | 88.95% |
03/07/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 186,323 CHF | 65,108 CHF | 93.86% | 93.86% |
02/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 204,440 CHF | 71,147 CHF | 95.42% | 95.42% |