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 | 4.11% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 238,461 CHF | 99,385 CHF | 99.57% | 99.57% |
12/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 240,079 CHF | 100,032 CHF | 99.56% | 99.56% |
11/07/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 234,440 CHF | 97,776 CHF | 99.50% | 99.50% |
10/07/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 226,344 CHF | 94,538 CHF | 99.62% | 99.62% |
09/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,511 CHF | 91,405 CHF | 99.55% | 99.55% |
08/07/2024 | 3.63% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 962,614 | 362,614 | 260,422 CHF | 101,506 CHF | 99.48% | 99.48% |
05/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 911,033 | 311,033 | 257,454 CHF | 90,960 CHF | 99.47% | 99.47% |
04/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 266,384 CHF | 91,795 CHF | 99.58% | 99.58% |
03/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 260,456 CHF | 108,182 CHF | 99.49% | 99.49% |
02/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 211,968 CHF | 88,787 CHF | 99.52% | 99.52% |