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 | 7.05% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,981 CHF | 58,792 CHF | 99.32% | 99.32% |
12/07/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,361 CHF | 56,144 CHF | 99.40% | 99.40% |
11/07/2024 | 6.50% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,911 CHF | 63,564 CHF | 99.34% | 99.34% |
10/07/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,865 CHF | 63,546 CHF | 99.35% | 99.35% |
09/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,876 CHF | 60,750 CHF | 99.37% | 99.37% |
08/07/2024 | 8.63% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,993 CHF | 60,497 CHF | 99.38% | 99.38% |
05/07/2024 | 8.58% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,701 CHF | 60,850 CHF | 99.40% | 99.40% |
04/07/2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 113,089 CHF | 61,544 CHF | 99.37% | 99.37% |
03/07/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 131,573 CHF | 70,787 CHF | 99.25% | 99.25% |
02/07/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,377 | 145,186 CHF | 62,131 CHF | 99.30% | 99.30% |