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 | 11.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 451,572 | 83,837 CHF | 42,099 CHF | 91.44% | 91.44% |
12/07/2024 | 11.40% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 427,583 | 83,274 CHF | 39,764 CHF | 94.21% | 94.21% |
11/07/2024 | 12.75% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,688 CHF | 41,844 CHF | 93.87% | 93.87% |
10/07/2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,945 CHF | 45,473 CHF | 89.24% | 89.24% |
09/07/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,282 CHF | 41,641 CHF | 93.63% | 93.63% |
08/07/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 441,397 | 91,900 CHF | 44,828 CHF | 90.10% | 90.10% |
05/07/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 430,633 | 97,925 CHF | 46,233 CHF | 98.49% | 98.49% |
04/07/2024 | 13.54% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,544 CHF | 39,772 CHF | 88.96% | 88.96% |
03/07/2024 | 14.81% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,804 CHF | 36,402 CHF | 94.27% | 94.27% |
02/07/2024 | 15.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,903 CHF | 34,452 CHF | 95.44% | 95.44% |