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 | 8.04% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 119,391 CHF | 32,348 CHF | 99.27% | 99.27% |
12/07/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 128,535 CHF | 34,634 CHF | 99.27% | 99.27% |
11/07/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 115,818 CHF | 31,454 CHF | 99.27% | 99.27% |
10/07/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 95,343 CHF | 26,336 CHF | 99.27% | 99.27% |
09/07/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 79,671 CHF | 22,418 CHF | 99.27% | 99.27% |
08/07/2024 | 9.69% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 98,382 CHF | 27,096 CHF | 99.22% | 99.22% |
05/07/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 108,244 CHF | 29,561 CHF | 99.27% | 99.27% |
04/07/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 109,744 CHF | 29,936 CHF | 99.27% | 99.27% |
03/07/2024 | 9.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 99,612 CHF | 27,403 CHF | 99.27% | 99.27% |
02/07/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 87,971 CHF | 24,493 CHF | 99.27% | 99.27% |