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 | 4.16% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 211,787 CHF | 73,596 CHF | 99.72% | 99.72% |
12/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,594 CHF | 72,198 CHF | 96.39% | 96.39% |
11/07/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 967,197 | 367,197 | 210,036 CHF | 83,029 CHF | 91.14% | 91.14% |
10/07/2024 | 5.59% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 174,072 CHF | 73,629 CHF | 99.58% | 99.58% |
09/07/2024 | 5.59% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 174,631 CHF | 73,852 CHF | 96.46% | 96.46% |
08/07/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,019 CHF | 77,208 CHF | 99.58% | 99.58% |
05/07/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 171,305 CHF | 72,522 CHF | 98.02% | 98.02% |
04/07/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 177,251 CHF | 74,900 CHF | 99.58% | 99.58% |
03/07/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 177,223 CHF | 74,889 CHF | 99.53% | 99.53% |
02/07/2024 | 5.08% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 192,255 CHF | 80,902 CHF | 97.48% | 97.48% |