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 | 7.04% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,206 CHF | 73,603 CHF | 99.56% | 99.56% |
12/07/2024 | 6.94% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 139,066 CHF | 74,533 CHF | 99.51% | 99.51% |
11/07/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 143,331 CHF | 76,665 CHF | 99.50% | 99.50% |
10/07/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 155,212 CHF | 82,606 CHF | 99.60% | 99.60% |
09/07/2024 | 5.97% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,006 | 163,181 CHF | 86,022 CHF | 99.57% | 99.57% |
08/07/2024 | 7.85% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 122,737 CHF | 66,369 CHF | 99.53% | 99.53% |
05/07/2024 | 7.74% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,405 CHF | 67,203 CHF | 99.57% | 99.57% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,066 CHF | 65,033 CHF | 99.58% | 99.58% |
03/07/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 138,231 CHF | 74,116 CHF | 99.61% | 99.61% |
02/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 489,108 | 170,055 CHF | 87,958 CHF | 99.57% | 99.57% |