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 | 6.60% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,658 | 146,693 CHF | 62,769 CHF | 98.95% | 98.95% |
12/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 150,109 CHF | 64,044 CHF | 99.30% | 99.30% |
11/07/2024 | 7.82% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,786 | 123,130 CHF | 66,533 CHF | 98.94% | 98.94% |
10/07/2024 | 7.51% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,299 CHF | 69,149 CHF | 99.29% | 99.29% |
09/07/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,943 CHF | 68,971 CHF | 97.90% | 97.90% |
08/07/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,760 CHF | 68,380 CHF | 99.38% | 99.38% |
05/07/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 483,308 | 137,959 CHF | 71,472 CHF | 99.51% | 99.51% |
04/07/2024 | 6.72% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,364 | 144,077 CHF | 62,436 CHF | 99.56% | 99.56% |
03/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 150,350 CHF | 64,140 CHF | 99.51% | 99.51% |
02/07/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,864 CHF | 71,946 CHF | 99.49% | 99.49% |