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 | 3.45% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 256,373 CHF | 88,458 CHF | 99.52% | 99.52% |
12/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 252,174 CHF | 87,058 CHF | 96.36% | 96.36% |
11/07/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 968,182 | 368,182 | 252,699 CHF | 99,396 CHF | 91.14% | 91.14% |
10/07/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 221,368 CHF | 92,547 CHF | 99.58% | 99.58% |
09/07/2024 | 4.38% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 223,890 CHF | 93,556 CHF | 96.52% | 96.52% |
08/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 233,182 CHF | 97,273 CHF | 99.58% | 99.58% |
05/07/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 220,579 CHF | 92,231 CHF | 98.04% | 98.04% |
04/07/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 225,866 CHF | 94,347 CHF | 99.58% | 99.58% |
03/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 226,987 CHF | 94,795 CHF | 99.47% | 99.47% |
02/07/2024 | 4.05% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 242,108 CHF | 100,843 CHF | 97.49% | 97.49% |