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 | 5.63% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 999,995 | 499,996 | 173,442 CHF | 91,721 CHF | 99.01% | 99.01% |
12/07/2024 | 9.21% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,289 CHF | 57,645 CHF | 98.40% | 98.40% |
11/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 213,950 CHF | 111,975 CHF | 98.34% | 98.34% |
10/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 210,127 CHF | 110,064 CHF | 99.23% | 99.23% |
09/07/2024 | 5.90% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 164,895 CHF | 87,448 CHF | 99.17% | 99.17% |
08/07/2024 | 6.54% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 148,433 CHF | 79,217 CHF | 99.02% | 99.02% |
05/07/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,012 CHF | 84,506 CHF | 99.15% | 99.15% |
04/07/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 141,931 CHF | 75,966 CHF | 99.37% | 99.37% |
03/07/2024 | 8.93% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 999,961 | 499,977 | 108,896 CHF | 59,447 CHF | 99.11% | 99.11% |
02/07/2024 | 19.71% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,984 | 49,354 CHF | 29,676 CHF | 97.30% | 97.30% |