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 | 7.83% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 123,460 CHF | 66,730 CHF | 98.11% | 98.11% |
12/07/2024 | 13.08% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,758 CHF | 41,379 CHF | 98.43% | 98.43% |
11/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 157,328 CHF | 83,664 CHF | 98.28% | 98.28% |
10/07/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 156,486 CHF | 83,243 CHF | 99.09% | 99.09% |
09/07/2024 | 7.94% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 121,270 CHF | 65,635 CHF | 99.27% | 99.27% |
08/07/2024 | 9.07% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,746 CHF | 57,873 CHF | 98.94% | 98.94% |
05/07/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,052 CHF | 63,526 CHF | 99.06% | 99.06% |
04/07/2024 | 9.38% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,698 CHF | 55,849 CHF | 99.36% | 99.36% |
03/07/2024 | 12.57% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,106 CHF | 43,053 CHF | 98.91% | 98.91% |
02/07/2024 | 29.57% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,792 CHF | 20,896 CHF | 97.30% | 97.30% |