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 | 12.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,781 CHF | 43,891 CHF | 99.13% | 99.13% |
12/07/2024 | 13.01% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,047 CHF | 41,024 CHF | 97.78% | 97.78% |
11/07/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,857 CHF | 43,929 CHF | 97.32% | 97.32% |
10/07/2024 | 11.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,726 CHF | 44,363 CHF | 99.15% | 99.15% |
09/07/2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,231 CHF | 44,116 CHF | 99.58% | 99.58% |
08/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,202 CHF | 45,101 CHF | 99.51% | 99.51% |
05/07/2024 | 10.80% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,821 CHF | 48,911 CHF | 99.52% | 99.52% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,999 CHF | 49,999 CHF | 99.57% | 99.57% |
03/07/2024 | 11.14% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,032 CHF | 47,516 CHF | 99.59% | 99.59% |
02/07/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,341 CHF | 46,171 CHF | 99.58% | 99.58% |