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 | 6.10% | 0.15 CHF | 0.16 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 159,389 CHF | 25,408 CHF | 99.27% | 99.27% |
12/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 176,393 CHF | 27,959 CHF | 99.27% | 99.27% |
11/07/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 161,303 CHF | 25,696 CHF | 99.27% | 99.27% |
10/07/2024 | 6.33% | 0.16 CHF | 0.17 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 153,171 CHF | 24,476 CHF | 99.27% | 99.27% |
09/07/2024 | 7.08% | 0.14 CHF | 0.15 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 136,383 CHF | 21,958 CHF | 99.27% | 99.27% |
08/07/2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 137,597 CHF | 22,140 CHF | 99.25% | 99.25% |
05/07/2024 | 7.30% | 0.14 CHF | 0.15 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 132,200 CHF | 21,330 CHF | 99.27% | 99.27% |
04/07/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 125,908 CHF | 20,386 CHF | 99.27% | 99.27% |
03/07/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 117,342 CHF | 19,101 CHF | 99.27% | 99.27% |
02/07/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 109,057 CHF | 17,859 CHF | 99.27% | 99.27% |