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 | 11.82% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 467,577 | 79,783 CHF | 41,912 CHF | 99.61% | 99.61% |
12/07/2024 | 11.69% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 466,372 | 80,567 CHF | 42,200 CHF | 99.56% | 99.56% |
11/07/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,841 CHF | 44,420 CHF | 99.47% | 99.47% |
10/07/2024 | 12.85% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,072 CHF | 41,536 CHF | 99.60% | 99.60% |
09/07/2024 | 13.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,923 CHF | 38,961 CHF | 99.58% | 99.58% |
08/07/2024 | 8.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 112,372 CHF | 48,949 CHF | 99.55% | 99.55% |
05/07/2024 | 7.55% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,658 CHF | 55,063 CHF | 99.42% | 99.42% |
04/07/2024 | 7.08% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,506 CHF | 58,603 CHF | 99.58% | 99.58% |
03/07/2024 | 9.00% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,563 | 106,355 CHF | 46,802 CHF | 99.57% | 99.57% |
02/07/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,051 CHF | 42,026 CHF | 99.60% | 99.60% |