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 | 9.76% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 865,382 | 865,382 | 87,826 CHF | 96,537 CHF | 98.75% | 98.75% |
12/07/2024 | 13.93% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 909,074 | 909,074 | 63,427 CHF | 72,559 CHF | 99.75% | 99.75% |
11/07/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 857,127 | 857,127 | 94,351 CHF | 103,011 CHF | 100.00% | 100.00% |
10/07/2024 | 9.16% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 857,046 | 857,046 | 92,252 CHF | 100,868 CHF | 100.00% | 100.00% |
09/07/2024 | 11.02% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 877,151 | 877,151 | 78,083 CHF | 86,906 CHF | 99.14% | 99.14% |
08/07/2024 | 12.00% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 882,785 | 882,785 | 71,808 CHF | 80,692 CHF | 100.00% | 100.00% |
05/07/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 884,893 | 884,893 | 73,717 CHF | 82,596 CHF | 99.28% | 99.28% |
04/07/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 903,961 | 903,961 | 68,642 CHF | 77,682 CHF | 95.27% | 95.27% |
03/07/2024 | 15.59% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 862,478 | 862,478 | 53,397 CHF | 62,059 CHF | 96.23% | 96.23% |
02/07/2024 | 26.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 891,934 | 891,934 | 31,178 CHF | 40,156 CHF | 99.17% | 99.17% |