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 | 6.74% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 143,901 CHF | 61,561 CHF | 94.85% | 94.85% |
12/07/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,035 CHF | 60,414 CHF | 99.23% | 99.23% |
11/07/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,841 CHF | 60,337 CHF | 98.26% | 98.26% |
10/07/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,498 CHF | 52,199 CHF | 99.36% | 99.36% |
09/07/2024 | 9.38% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,094 | 101,687 CHF | 44,685 CHF | 99.35% | 99.35% |
08/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,100 CHF | 48,040 CHF | 98.75% | 98.75% |
05/07/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 416,097 | 107,882 CHF | 48,923 CHF | 98.83% | 98.83% |
04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,000 CHF | 48,000 CHF | 99.37% | 99.37% |
03/07/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,168 | 107,861 CHF | 48,153 CHF | 99.28% | 99.28% |
02/07/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,119 CHF | 48,048 CHF | 99.39% | 99.39% |