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 | 4.10% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 239,199 CHF | 99,680 CHF | 95.53% | 95.53% |
12/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 226,903 CHF | 94,761 CHF | 99.52% | 99.52% |
11/07/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 202,701 CHF | 85,081 CHF | 98.32% | 98.32% |
10/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 218,268 CHF | 91,307 CHF | 96.15% | 96.15% |
09/07/2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 215,759 CHF | 90,304 CHF | 96.95% | 96.95% |
08/07/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 235,349 CHF | 98,140 CHF | 93.50% | 93.50% |
05/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 224,855 CHF | 93,942 CHF | 96.03% | 96.03% |
04/07/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 222,192 CHF | 92,877 CHF | 99.58% | 99.58% |
03/07/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 234,903 CHF | 97,961 CHF | 98.88% | 98.88% |
02/07/2024 | 3.77% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 260,962 CHF | 108,385 CHF | 99.57% | 99.57% |