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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 89,844 CHF | 19,969 CHF | 97.93% | 97.93% |
24/07/2024 | 8.14% | 0.11 CHF | 0.12 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 117,968 CHF | 25,594 CHF | 95.90% | 95.90% |
23/07/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 125,064 CHF | 27,013 CHF | 95.98% | 95.98% |
22/07/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 121,224 CHF | 26,245 CHF | 98.73% | 98.73% |
19/07/2024 | 8.03% | 0.11 CHF | 0.12 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 119,795 CHF | 25,959 CHF | 99.10% | 99.10% |
18/07/2024 | 7.20% | 0.13 CHF | 0.14 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 134,160 CHF | 28,832 CHF | 99.25% | 99.25% |
17/07/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 150,058 CHF | 32,012 CHF | 99.27% | 99.27% |
16/07/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 167,523 CHF | 35,505 CHF | 99.27% | 99.27% |
15/07/2024 | 5.78% | 0.16 CHF | 0.17 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 168,727 CHF | 35,746 CHF | 99.27% | 99.27% |
12/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 180,375 CHF | 38,075 CHF | 99.27% | 99.27% |