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 | 7.55% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,553 CHF | 68,777 CHF | 99.57% | 99.57% |
12/07/2024 | 8.71% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,023 CHF | 60,011 CHF | 99.58% | 99.58% |
11/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,180 CHF | 60,090 CHF | 99.36% | 99.36% |
10/07/2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,598 CHF | 52,799 CHF | 99.23% | 99.23% |
09/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,374 CHF | 49,687 CHF | 99.31% | 99.31% |
08/07/2024 | 10.80% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,797 CHF | 48,898 CHF | 99.34% | 99.34% |
05/07/2024 | 10.17% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,548 CHF | 51,774 CHF | 99.28% | 99.28% |
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 | 99.37% | 99.37% |
03/07/2024 | 12.95% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,569 CHF | 41,284 CHF | 99.20% | 99.20% |
02/07/2024 | 14.76% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,041 CHF | 36,520 CHF | 99.37% | 99.37% |