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 | 10.84% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 87,775 CHF | 24,444 CHF | 99.38% | 99.38% |
12/07/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 82,483 CHF | 23,121 CHF | 99.38% | 99.38% |
11/07/2024 | 9.65% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 99,181 CHF | 27,295 CHF | 99.38% | 99.38% |
10/07/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 124,977 CHF | 33,744 CHF | 99.37% | 99.37% |
09/07/2024 | 7.32% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 131,792 CHF | 35,448 CHF | 99.37% | 99.37% |
08/07/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 131,681 CHF | 35,420 CHF | 99.38% | 99.38% |
05/07/2024 | 7.77% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 124,077 CHF | 33,519 CHF | 99.38% | 99.38% |
04/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 134,522 CHF | 36,131 CHF | 98.82% | 98.82% |
03/07/2024 | 8.94% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 109,204 CHF | 29,801 CHF | 99.38% | 99.38% |
02/07/2024 | 12.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 74,182 CHF | 21,045 CHF | 99.38% | 99.38% |