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 | 6.06% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,424 CHF | 68,170 CHF | 94.04% | 94.04% |
12/07/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 143,030 CHF | 61,212 CHF | 94.75% | 94.75% |
11/07/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,814 CHF | 63,126 CHF | 94.47% | 94.47% |
10/07/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 982,804 | 382,804 | 168,520 CHF | 69,354 CHF | 97.23% | 97.23% |
09/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 942,579 | 342,579 | 169,426 CHF | 64,926 CHF | 97.62% | 97.62% |
08/07/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 983,816 | 383,816 | 169,874 CHF | 70,040 CHF | 95.92% | 95.92% |
05/07/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,622 CHF | 71,849 CHF | 95.05% | 95.05% |
04/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 998,702 | 398,702 | 175,150 CHF | 73,907 CHF | 94.71% | 94.71% |
03/07/2024 | 5.22% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 915,308 | 315,308 | 170,695 CHF | 61,812 CHF | 97.30% | 97.30% |
02/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,175 CHF | 60,058 CHF | 96.31% | 96.31% |