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 | 7.50% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 496,013 | 128,480 CHF | 68,655 CHF | 98.56% | 98.56% |
12/07/2024 | 9.97% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,378 CHF | 53,189 CHF | 96.97% | 96.97% |
11/07/2024 | 7.42% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,421 CHF | 70,210 CHF | 97.97% | 97.97% |
10/07/2024 | 7.14% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 135,380 CHF | 72,690 CHF | 97.83% | 97.83% |
09/07/2024 | 6.47% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 478,796 | 151,053 CHF | 76,865 CHF | 97.66% | 97.66% |
08/07/2024 | 10.93% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,937 CHF | 48,969 CHF | 98.86% | 98.86% |
05/07/2024 | 18.10% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,302 CHF | 30,151 CHF | 92.51% | 92.51% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.19% | 99.19% |
03/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,828 CHF | 29,914 CHF | 97.50% | 97.50% |
02/07/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,360 CHF | 25,180 CHF | 95.33% | 95.33% |