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 | 14.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,165 CHF | 36,583 CHF | 98.99% | 98.99% |
12/07/2024 | 13.90% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,245 CHF | 38,623 CHF | 98.76% | 98.76% |
11/07/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,131 CHF | 52,566 CHF | 97.77% | 97.77% |
10/07/2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,975 CHF | 54,488 CHF | 99.03% | 99.03% |
09/07/2024 | 9.36% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,444 CHF | 56,222 CHF | 99.05% | 99.05% |
08/07/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,335 CHF | 55,168 CHF | 98.93% | 98.93% |
05/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,811 CHF | 54,905 CHF | 98.93% | 98.93% |
04/07/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,622 CHF | 55,811 CHF | 99.38% | 99.38% |
03/07/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,005 CHF | 63,503 CHF | 98.84% | 98.84% |
02/07/2024 | 9.94% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,208 CHF | 53,104 CHF | 98.96% | 98.96% |