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 | 11.63% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 217,453 | 82,067 CHF | 19,818 CHF | 99.38% | 99.38% |
12/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 200,000 | 1,000,000 | 236,184 | 82,171 CHF | 21,678 CHF | 99.38% | 99.38% |
11/07/2024 | 11.40% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 239,577 | 82,973 CHF | 22,201 CHF | 99.36% | 99.36% |
10/07/2024 | 10.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 211,155 | 89,479 CHF | 20,909 CHF | 99.37% | 99.37% |
09/07/2024 | 9.25% | 0.09 CHF | 0.10 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 103,724 CHF | 22,745 CHF | 99.38% | 99.38% |
08/07/2024 | 11.38% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 240,978 | 83,121 CHF | 22,369 CHF | 99.37% | 99.37% |
05/07/2024 | 10.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 219,587 | 89,793 CHF | 21,819 CHF | 99.37% | 99.37% |
04/07/2024 | 16.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 56,533 CHF | 16,633 CHF | 98.82% | 98.82% |
03/07/2024 | 14.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 65,952 CHF | 18,988 CHF | 99.38% | 99.38% |
02/07/2024 | 15.24% | 0.07 CHF | 0.08 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 60,714 CHF | 17,679 CHF | 99.38% | 99.38% |