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 | 7.83% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,160 | 123,386 CHF | 53,374 CHF | 93.44% | 93.44% |
12/07/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,031 CHF | 63,212 CHF | 94.26% | 94.26% |
11/07/2024 | 5.17% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,105 CHF | 59,702 CHF | 90.57% | 90.57% |
10/07/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 792,300 | 264,100 | 174,817 CHF | 60,913 CHF | 87.09% | 87.09% |
09/07/2024 | 4.18% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,741 CHF | 61,080 CHF | 84.48% | 84.48% |
08/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 872,210 | 290,737 | 183,201 CHF | 63,974 CHF | 85.97% | 85.97% |
05/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 865,920 | 288,640 | 182,023 CHF | 63,561 CHF | 91.22% | 91.22% |
04/07/2024 | 4.00% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,124 CHF | 63,875 CHF | 80.01% | 80.01% |
03/07/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 757,477 | 252,492 | 189,265 CHF | 65,613 CHF | 91.68% | 91.68% |
02/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 749,943 | 249,981 | 211,223 CHF | 72,908 CHF | 96.56% | 96.56% |