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 | 8.01% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,161 CHF | 65,081 CHF | 99.05% | 99.05% |
12/07/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 406,302 | 145,501 CHF | 63,087 CHF | 99.49% | 99.49% |
11/07/2024 | 5.91% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 164,578 CHF | 69,831 CHF | 98.84% | 98.84% |
10/07/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 172,117 CHF | 72,847 CHF | 98.53% | 98.53% |
09/07/2024 | 5.98% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 162,212 CHF | 68,885 CHF | 99.54% | 99.54% |
08/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,453 CHF | 68,181 CHF | 96.24% | 96.24% |
05/07/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 161,431 CHF | 68,573 CHF | 99.50% | 99.50% |
04/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,000 CHF | 68,000 CHF | 99.41% | 99.41% |
03/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 170,210 CHF | 72,084 CHF | 99.47% | 99.47% |
02/07/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 178,500 CHF | 75,400 CHF | 99.39% | 99.39% |