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 | 8.17% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,550 CHF | 63,775 CHF | 97.34% | 97.34% |
12/07/2024 | 7.31% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,103 CHF | 71,052 CHF | 99.41% | 99.41% |
11/07/2024 | 8.61% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,417 CHF | 60,709 CHF | 99.23% | 99.23% |
10/07/2024 | 9.67% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,497 CHF | 54,249 CHF | 99.23% | 99.23% |
09/07/2024 | 10.34% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,937 CHF | 50,969 CHF | 98.96% | 98.96% |
08/07/2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,933 CHF | 54,466 CHF | 99.31% | 99.31% |
05/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,845 CHF | 49,923 CHF | 99.43% | 99.43% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 99.50% | 99.50% |
03/07/2024 | 10.29% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,330 CHF | 51,165 CHF | 97.84% | 97.84% |
02/07/2024 | 11.05% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,767 CHF | 47,884 CHF | 99.07% | 99.07% |