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 | 6.06% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 160,664 CHF | 85,332 CHF | 98.85% | 98.85% |
12/07/2024 | 8.72% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,735 CHF | 60,367 CHF | 99.01% | 99.01% |
11/07/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 177,124 CHF | 93,562 CHF | 98.42% | 98.42% |
10/07/2024 | 5.59% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 174,197 CHF | 92,098 CHF | 99.06% | 99.06% |
09/07/2024 | 6.78% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,695 CHF | 76,347 CHF | 98.77% | 98.77% |
08/07/2024 | 7.59% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,127 CHF | 68,563 CHF | 98.97% | 98.97% |
05/07/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 131,179 CHF | 70,590 CHF | 98.81% | 98.81% |
04/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,530 CHF | 65,265 CHF | 99.38% | 99.38% |
03/07/2024 | 10.01% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,172 CHF | 53,086 CHF | 98.91% | 98.91% |
02/07/2024 | 19.08% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,387 CHF | 30,194 CHF | 97.31% | 97.31% |