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 | 9.10% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,119 CHF | 57,560 CHF | 96.72% | 96.72% |
12/07/2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,185 | 116,052 CHF | 62,400 CHF | 98.94% | 98.94% |
11/07/2024 | 8.45% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 477,711 | 113,514 CHF | 58,859 CHF | 99.01% | 99.01% |
10/07/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,100 CHF | 52,440 CHF | 96.62% | 96.62% |
09/07/2024 | 7.77% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 123,854 CHF | 53,542 CHF | 98.07% | 98.07% |
08/07/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,542 CHF | 56,217 CHF | 98.80% | 98.80% |
05/07/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 991,657 | 391,657 | 159,405 CHF | 66,844 CHF | 94.94% | 94.94% |
04/07/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 986,087 | 386,087 | 159,937 CHF | 66,417 CHF | 98.65% | 98.65% |
03/07/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 964,866 | 364,866 | 164,266 CHF | 65,705 CHF | 99.06% | 99.06% |
02/07/2024 | 5.62% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 941,445 | 341,445 | 163,036 CHF | 62,267 CHF | 98.63% | 98.63% |