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 | 6.82% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,683 CHF | 60,673 CHF | 95.47% | 95.47% |
12/07/2024 | 7.24% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,262 CHF | 57,305 CHF | 99.44% | 99.44% |
11/07/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 478,605 | 111,967 CHF | 58,195 CHF | 98.35% | 98.35% |
10/07/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,158 | 127,589 CHF | 55,177 CHF | 96.13% | 96.13% |
09/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,710 | 120,003 CHF | 52,349 CHF | 96.92% | 96.92% |
08/07/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,872 CHF | 59,549 CHF | 93.56% | 93.56% |
05/07/2024 | 7.23% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,598 CHF | 57,439 CHF | 96.09% | 96.09% |
04/07/2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,842 CHF | 56,337 CHF | 99.57% | 99.57% |
03/07/2024 | 6.86% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 141,232 CHF | 60,493 CHF | 98.90% | 98.90% |
02/07/2024 | 5.85% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 988,079 | 388,079 | 164,339 CHF | 68,340 CHF | 99.60% | 99.60% |