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 | 4.59% | 0.21 CHF | 0.22 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 213,703 CHF | 22,370 CHF | 99.27% | 99.27% |
12/07/2024 | 4.95% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 198,400 CHF | 20,840 CHF | 99.27% | 99.27% |
11/07/2024 | 5.69% | 0.19 CHF | 0.20 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 171,293 CHF | 18,129 CHF | 99.27% | 99.27% |
10/07/2024 | 5.51% | 0.16 CHF | 0.17 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 177,213 CHF | 18,721 CHF | 99.27% | 99.27% |
09/07/2024 | 4.79% | 0.20 CHF | 0.21 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 204,121 CHF | 21,412 CHF | 99.27% | 99.27% |
08/07/2024 | 4.80% | 0.19 CHF | 0.20 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 203,811 CHF | 21,381 CHF | 99.21% | 99.21% |
05/07/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 227,964 CHF | 23,796 CHF | 99.27% | 99.27% |
04/07/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 253,352 CHF | 26,335 CHF | 99.27% | 99.27% |
03/07/2024 | 4.88% | 0.25 CHF | 0.26 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 202,769 CHF | 21,277 CHF | 99.27% | 99.27% |
02/07/2024 | 5.77% | 0.20 CHF | 0.21 CHF | 1,000,000 | 100,000 | 1,000,000 | 124,222 | 169,385 CHF | 21,991 CHF | 99.26% | 99.26% |