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 | 9.33% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,669 CHF | 56,334 CHF | 99.42% | 99.42% |
12/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,784 | 111,670 CHF | 60,157 CHF | 99.31% | 99.31% |
11/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,007 CHF | 60,004 CHF | 99.34% | 99.34% |
10/07/2024 | 10.29% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,404 CHF | 51,202 CHF | 99.40% | 99.40% |
09/07/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,005 CHF | 48,502 CHF | 99.35% | 99.35% |
08/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,535 CHF | 49,768 CHF | 99.36% | 99.36% |
05/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,983 CHF | 44,992 CHF | 99.40% | 99.40% |
04/07/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,701 CHF | 43,851 CHF | 99.37% | 99.37% |
03/07/2024 | 12.47% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,528 CHF | 42,764 CHF | 99.39% | 99.39% |
02/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,000 CHF | 45,000 CHF | 99.38% | 99.38% |