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 | 3.31% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 998,854 | 398,854 | 297,339 CHF | 122,711 CHF | 91.34% | 91.34% |
12/07/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 985,781 | 385,781 | 295,549 CHF | 119,442 CHF | 94.19% | 94.19% |
11/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 283,884 CHF | 117,553 CHF | 93.89% | 93.89% |
10/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 288,401 CHF | 119,360 CHF | 88.29% | 88.29% |
09/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 276,678 CHF | 114,671 CHF | 91.92% | 91.92% |
08/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 299,701 CHF | 123,880 CHF | 90.13% | 90.13% |
05/07/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 305,752 CHF | 126,301 CHF | 98.56% | 98.56% |
04/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 272,172 CHF | 112,869 CHF | 88.93% | 88.93% |
03/07/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 263,822 CHF | 109,529 CHF | 94.33% | 94.33% |
02/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 254,491 CHF | 105,796 CHF | 95.43% | 95.43% |