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 | 6.66% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 145,432 CHF | 62,173 CHF | 99.58% | 99.58% |
12/07/2024 | 8.03% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 480,837 | 119,895 CHF | 62,252 CHF | 99.57% | 99.57% |
11/07/2024 | 8.35% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,136 | 115,180 CHF | 62,460 CHF | 99.35% | 99.35% |
10/07/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,670 CHF | 55,835 CHF | 99.26% | 99.26% |
09/07/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,355 CHF | 49,677 CHF | 99.31% | 99.31% |
08/07/2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,082 CHF | 47,541 CHF | 99.32% | 99.32% |
05/07/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,235 CHF | 55,118 CHF | 99.24% | 99.24% |
04/07/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,544 CHF | 50,272 CHF | 99.36% | 99.36% |
03/07/2024 | 13.95% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,620 CHF | 38,810 CHF | 99.28% | 99.28% |
02/07/2024 | 15.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,606 CHF | 34,803 CHF | 99.39% | 99.39% |