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 | 13.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 71,737 CHF | 32,695 CHF | 93.57% | 93.57% |
12/07/2024 | 13.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 68,595 CHF | 31,438 CHF | 93.20% | 93.20% |
11/07/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,131 | 59,516 CHF | 28,054 CHF | 94.61% | 94.61% |
10/07/2024 | 13.89% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,006 | 67,302 CHF | 30,921 CHF | 96.11% | 96.11% |
09/07/2024 | 11.43% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 958,139 | 358,139 | 79,286 CHF | 33,035 CHF | 91.47% | 91.47% |
08/07/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 991,403 | 391,403 | 84,098 CHF | 37,089 CHF | 95.69% | 95.69% |
05/07/2024 | 10.39% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 934,148 | 334,148 | 85,494 CHF | 33,755 CHF | 92.60% | 92.60% |
04/07/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 965,505 | 365,505 | 85,623 CHF | 36,033 CHF | 90.50% | 90.50% |
03/07/2024 | 10.61% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 989,379 | 389,379 | 88,373 CHF | 38,652 CHF | 97.09% | 97.09% |
02/07/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 95,014 CHF | 34,671 CHF | 94.82% | 94.82% |