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 | 6.54% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,964 CHF | 63,186 CHF | 96.50% | 96.50% |
12/07/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,325 | 148,048 CHF | 63,267 CHF | 92.09% | 92.09% |
11/07/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 487,215 | 131,900 CHF | 69,032 CHF | 98.44% | 98.44% |
10/07/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,199 CHF | 64,599 CHF | 98.49% | 98.49% |
09/07/2024 | 8.15% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,784 CHF | 63,892 CHF | 97.89% | 97.89% |
08/07/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,880 | 129,188 CHF | 69,577 CHF | 98.00% | 98.00% |
05/07/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,289 CHF | 69,145 CHF | 99.01% | 99.01% |
04/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,342 | 130,159 CHF | 69,832 CHF | 99.55% | 99.55% |
03/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,834 CHF | 65,417 CHF | 97.64% | 97.64% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,019 CHF | 65,010 CHF | 99.58% | 99.58% |