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 | 6.26% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 155,281 CHF | 66,112 CHF | 96.41% | 96.41% |
12/07/2024 | 6.28% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,305 CHF | 65,722 CHF | 97.75% | 97.75% |
11/07/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,064 CHF | 66,826 CHF | 97.90% | 97.90% |
10/07/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 992,326 | 392,326 | 175,333 CHF | 73,180 CHF | 96.84% | 96.84% |
09/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 966,462 | 366,462 | 183,626 CHF | 73,290 CHF | 94.88% | 94.88% |
08/07/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 181,620 CHF | 76,648 CHF | 95.81% | 95.81% |
05/07/2024 | 5.43% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 179,304 CHF | 75,722 CHF | 97.73% | 97.73% |
04/07/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 174,816 CHF | 73,926 CHF | 90.53% | 90.53% |
03/07/2024 | 5.31% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,644 CHF | 77,458 CHF | 95.94% | 95.94% |
02/07/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 191,111 CHF | 66,704 CHF | 98.90% | 98.90% |