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 | 8.35% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 577,401 | 577,401 | 70,035 CHF | 75,850 CHF | 98.75% | 98.75% |
12/07/2024 | 12.36% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 611,739 | 611,739 | 49,945 CHF | 56,093 CHF | 99.75% | 99.75% |
11/07/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 568,953 | 568,953 | 76,112 CHF | 81,861 CHF | 99.98% | 99.98% |
10/07/2024 | 7.77% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 566,999 | 566,999 | 72,239 CHF | 77,939 CHF | 100.00% | 100.00% |
09/07/2024 | 9.57% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 586,273 | 586,273 | 61,235 CHF | 67,133 CHF | 99.14% | 99.14% |
08/07/2024 | 10.65% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 591,033 | 591,033 | 54,929 CHF | 60,877 CHF | 100.00% | 100.00% |
05/07/2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 591,484 | 591,484 | 55,621 CHF | 61,558 CHF | 99.28% | 99.28% |
04/07/2024 | 11.04% | 0.09 CHF | 0.10 CHF | 680,000 | 680,000 | 535,990 | 535,990 | 45,888 CHF | 51,248 CHF | 95.27% | 95.27% |
03/07/2024 | 14.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 588,352 | 588,352 | 40,611 CHF | 46,522 CHF | 96.23% | 96.23% |
02/07/2024 | 26.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 621,180 | 621,180 | 23,354 CHF | 29,613 CHF | 99.17% | 99.17% |