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 | 4.20% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 210,077 CHF | 73,026 CHF | 96.38% | 96.38% |
12/07/2024 | 4.16% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 212,006 CHF | 73,669 CHF | 97.79% | 97.79% |
11/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 214,857 CHF | 74,619 CHF | 97.90% | 97.90% |
10/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 941,429 | 341,429 | 204,267 CHF | 77,390 CHF | 96.78% | 96.78% |
09/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 209,771 CHF | 87,909 CHF | 94.91% | 94.91% |
08/07/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 966,396 | 366,396 | 211,161 CHF | 83,687 CHF | 95.88% | 95.88% |
05/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 913,540 | 313,540 | 210,061 CHF | 75,142 CHF | 97.69% | 97.69% |
04/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 218,021 CHF | 75,674 CHF | 90.54% | 90.54% |
03/07/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 902,006 | 302,006 | 209,753 CHF | 73,232 CHF | 95.91% | 95.91% |
02/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 204,058 CHF | 85,623 CHF | 98.91% | 98.91% |