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 | 4.07% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 240,839 CHF | 100,336 CHF | 99.58% | 99.58% |
12/07/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 232,811 CHF | 97,124 CHF | 96.65% | 96.65% |
11/07/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 225,992 CHF | 94,397 CHF | 91.14% | 91.14% |
10/07/2024 | 5.07% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,421 | 192,318 CHF | 81,411 CHF | 99.59% | 99.59% |
09/07/2024 | 5.01% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 418,042 | 195,105 CHF | 85,411 CHF | 96.53% | 96.53% |
08/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 201,086 CHF | 84,434 CHF | 99.57% | 99.57% |
05/07/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,676 | 190,780 CHF | 80,441 CHF | 98.03% | 98.03% |
04/07/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 193,488 CHF | 81,395 CHF | 99.58% | 99.58% |
03/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,534 CHF | 83,814 CHF | 99.53% | 99.53% |
02/07/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 208,518 CHF | 87,407 CHF | 97.49% | 97.49% |