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 | 7.75% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,281 CHF | 67,140 CHF | 99.13% | 99.13% |
12/07/2024 | 8.30% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,001 CHF | 63,000 CHF | 99.16% | 99.16% |
11/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,448 CHF | 64,724 CHF | 98.92% | 98.92% |
10/07/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 115,667 CHF | 62,834 CHF | 98.91% | 98.91% |
09/07/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,276 CHF | 63,638 CHF | 98.90% | 98.90% |
08/07/2024 | 7.31% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,000 CHF | 71,000 CHF | 98.69% | 98.69% |
05/07/2024 | 7.27% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,722 CHF | 71,361 CHF | 98.78% | 98.78% |
04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,000 CHF | 60,000 CHF | 98.90% | 98.90% |
03/07/2024 | 9.00% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,348 CHF | 58,174 CHF | 98.89% | 98.89% |
02/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,434 CHF | 53,717 CHF | 98.85% | 98.85% |