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 | 5.07% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,258 CHF | 60,753 CHF | 95.67% | 95.67% |
12/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,049 | 300,049 | 162,984 CHF | 57,334 CHF | 99.49% | 99.49% |
11/07/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 998,831 | 398,831 | 151,842 CHF | 64,606 CHF | 98.39% | 98.39% |
10/07/2024 | 5.77% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 989,390 | 389,390 | 166,703 CHF | 69,486 CHF | 96.13% | 96.13% |
09/07/2024 | 5.89% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 165,051 CHF | 70,020 CHF | 96.98% | 96.98% |
08/07/2024 | 5.23% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 909,053 | 309,053 | 169,550 CHF | 60,633 CHF | 93.53% | 93.53% |
05/07/2024 | 5.44% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 934,485 | 334,485 | 167,183 CHF | 62,981 CHF | 96.08% | 96.08% |
04/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 946,574 | 346,574 | 170,255 CHF | 65,798 CHF | 99.58% | 99.58% |
03/07/2024 | 5.23% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 914,793 | 314,793 | 170,334 CHF | 61,600 CHF | 98.88% | 98.88% |
02/07/2024 | 4.43% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 880,709 | 293,570 | 195,073 CHF | 67,960 CHF | 99.58% | 99.58% |