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 | 8.95% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 106,934 CHF | 40,927 CHF | 99.17% | 99.17% |
12/07/2024 | 9.47% | 0.11 CHF | 0.12 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 100,861 CHF | 38,801 CHF | 99.17% | 99.17% |
11/07/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 95,174 CHF | 36,811 CHF | 99.16% | 99.16% |
10/07/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 90,027 CHF | 35,009 CHF | 99.16% | 99.16% |
09/07/2024 | 11.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 83,624 CHF | 32,768 CHF | 99.17% | 99.17% |
08/07/2024 | 10.48% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 90,506 CHF | 35,177 CHF | 99.16% | 99.16% |
05/07/2024 | 9.75% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 97,742 CHF | 37,710 CHF | 99.15% | 99.15% |
04/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 97,461 CHF | 37,611 CHF | 99.17% | 99.17% |
03/07/2024 | 10.17% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 93,653 CHF | 36,279 CHF | 99.15% | 99.15% |
02/07/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 71,410 CHF | 28,494 CHF | 99.17% | 99.17% |