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 | 6.51% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,685 CHF | 63,474 CHF | 99.53% | 99.53% |
12/07/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,975 CHF | 63,590 CHF | 96.35% | 96.35% |
11/07/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 465,590 | 137,748 CHF | 68,320 CHF | 91.14% | 91.14% |
10/07/2024 | 9.22% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,837 CHF | 56,919 CHF | 99.60% | 99.60% |
09/07/2024 | 9.04% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,182 CHF | 58,091 CHF | 96.48% | 96.48% |
08/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,987 CHF | 59,993 CHF | 99.58% | 99.58% |
05/07/2024 | 9.40% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,499 CHF | 55,750 CHF | 97.96% | 97.96% |
04/07/2024 | 8.92% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,310 CHF | 58,655 CHF | 99.57% | 99.57% |
03/07/2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,201 CHF | 58,601 CHF | 99.48% | 99.48% |
02/07/2024 | 8.11% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,350 CHF | 64,175 CHF | 97.49% | 97.49% |