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 | 11.14% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 957,126 | 357,126 | 81,197 CHF | 33,712 CHF | 99.17% | 99.17% |
12/07/2024 | 10.03% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 951,935 | 351,935 | 90,268 CHF | 36,727 CHF | 99.16% | 99.16% |
11/07/2024 | 10.60% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 998,101 | 398,101 | 89,681 CHF | 39,733 CHF | 99.17% | 99.17% |
10/07/2024 | 10.71% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 999,926 | 400,000 | 88,513 CHF | 39,408 CHF | 99.16% | 99.16% |
09/07/2024 | 11.89% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,987 | 79,641 CHF | 37,684 CHF | 99.17% | 99.17% |
08/07/2024 | 6.94% | 0.13 CHF | 0.14 CHF | 900,000 | 125,000 | 875,891 | 124,978 | 121,991 CHF | 18,718 CHF | 99.16% | 99.16% |
05/07/2024 | 5.19% | 0.17 CHF | 0.18 CHF | 750,000 | 125,000 | 747,239 | 125,000 | 140,595 CHF | 24,780 CHF | 99.15% | 99.15% |
04/07/2024 | 5.42% | 0.19 CHF | 0.20 CHF | 750,000 | 125,000 | 751,361 | 125,000 | 135,160 CHF | 23,743 CHF | 99.17% | 99.17% |
03/07/2024 | 5.56% | 0.18 CHF | 0.19 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 131,249 CHF | 23,125 CHF | 99.15% | 99.15% |
02/07/2024 | 6.96% | 0.15 CHF | 0.16 CHF | 900,000 | 125,000 | 904,403 | 125,000 | 125,904 CHF | 18,664 CHF | 99.17% | 99.17% |