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 | 12.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 72,437 CHF | 32,975 CHF | 94.03% | 94.03% |
12/07/2024 | 10.88% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 87,237 CHF | 38,895 CHF | 94.71% | 94.71% |
11/07/2024 | 12.02% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 999,404 | 399,839 | 79,196 CHF | 35,668 CHF | 94.68% | 94.68% |
10/07/2024 | 14.52% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 430,059 | 64,204 CHF | 31,786 CHF | 97.44% | 97.44% |
09/07/2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 457,855 | 62,049 CHF | 32,869 CHF | 97.60% | 97.60% |
08/07/2024 | 13.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 414,414 | 68,666 CHF | 32,476 CHF | 96.01% | 96.01% |
05/07/2024 | 13.01% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 72,088 CHF | 32,835 CHF | 95.06% | 95.06% |
04/07/2024 | 13.13% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 71,327 CHF | 32,531 CHF | 94.71% | 94.71% |
03/07/2024 | 14.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 468,984 | 64,607 CHF | 34,823 CHF | 97.37% | 97.37% |
02/07/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 452,197 | 69,055 CHF | 35,704 CHF | 96.55% | 96.55% |