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 | 14.91% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 413,537 | 62,318 CHF | 29,875 CHF | 99.42% | 99.42% |
12/07/2024 | 12.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 73,165 CHF | 33,266 CHF | 99.40% | 99.40% |
11/07/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 492,121 | 59,123 CHF | 34,007 CHF | 99.29% | 99.29% |
10/07/2024 | 13.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,336 | 69,497 CHF | 32,114 CHF | 99.40% | 99.40% |
09/07/2024 | 12.53% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,831 | 75,155 CHF | 34,127 CHF | 99.36% | 99.36% |
08/07/2024 | 8.33% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 103,729 CHF | 37,576 CHF | 99.38% | 99.38% |
05/07/2024 | 7.32% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 899,588 | 299,863 | 118,774 CHF | 42,590 CHF | 99.29% | 99.29% |
04/07/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 120,294 CHF | 43,098 CHF | 99.36% | 99.36% |
03/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 108,447 CHF | 39,149 CHF | 99.15% | 99.15% |
02/07/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 995,863 | 395,863 | 106,681 CHF | 46,350 CHF | 99.29% | 99.29% |