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 | 6.24% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 961,968 | 361,968 | 149,312 CHF | 59,693 CHF | 99.57% | 99.57% |
12/07/2024 | 5.59% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 156,685 CHF | 55,228 CHF | 99.46% | 99.46% |
11/07/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 978,330 | 378,330 | 148,786 CHF | 61,218 CHF | 99.02% | 99.02% |
10/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,876 CHF | 60,750 CHF | 99.58% | 99.58% |
09/07/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,073 CHF | 59,229 CHF | 99.57% | 99.57% |
08/07/2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 146,514 CHF | 62,606 CHF | 99.57% | 99.57% |
05/07/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,168 CHF | 60,067 CHF | 99.60% | 99.60% |
04/07/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,910 CHF | 58,764 CHF | 99.57% | 99.57% |
03/07/2024 | 5.86% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 917,695 | 317,695 | 152,124 CHF | 55,649 CHF | 99.53% | 99.53% |
02/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 910,855 | 310,855 | 153,176 CHF | 55,321 CHF | 99.31% | 99.31% |