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 | 9.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,518 CHF | 53,759 CHF | 97.38% | 97.38% |
12/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,030 CHF | 60,515 CHF | 99.40% | 99.40% |
11/07/2024 | 10.42% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,226 CHF | 50,613 CHF | 99.10% | 99.10% |
10/07/2024 | 11.52% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,116 CHF | 46,058 CHF | 99.32% | 99.32% |
09/07/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,666 CHF | 42,333 CHF | 98.95% | 98.95% |
08/07/2024 | 11.91% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,063 CHF | 44,532 CHF | 99.50% | 99.50% |
05/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.39% | 99.39% |
04/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.51% | 99.51% |
03/07/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,303 CHF | 41,652 CHF | 97.83% | 97.83% |
02/07/2024 | 13.41% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,677 CHF | 39,839 CHF | 99.03% | 99.03% |