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 | 5.89% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,600 CHF | 52,533 CHF | 99.55% | 99.55% |
12/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 144,556 CHF | 51,185 CHF | 96.40% | 96.40% |
11/07/2024 | 6.59% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 967,524 | 367,524 | 142,699 CHF | 57,492 CHF | 91.14% | 91.14% |
10/07/2024 | 9.05% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 106,041 CHF | 46,416 CHF | 99.59% | 99.59% |
09/07/2024 | 9.03% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 411,707 | 106,268 CHF | 47,676 CHF | 96.48% | 96.48% |
08/07/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 116,472 CHF | 50,589 CHF | 99.55% | 99.55% |
05/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 109,832 CHF | 47,933 CHF | 98.00% | 98.00% |
04/07/2024 | 8.41% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 114,051 CHF | 49,620 CHF | 99.56% | 99.56% |
03/07/2024 | 8.65% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,750 CHF | 48,300 CHF | 99.52% | 99.52% |
02/07/2024 | 7.54% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,786 CHF | 55,115 CHF | 97.48% | 97.48% |