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 | 8.74% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,469 CHF | 59,734 CHF | 98.31% | 98.31% |
12/07/2024 | 10.93% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,078 CHF | 48,539 CHF | 97.27% | 97.27% |
11/07/2024 | 8.72% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,114 CHF | 60,057 CHF | 98.28% | 98.28% |
10/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,677 CHF | 62,338 CHF | 97.79% | 97.79% |
09/07/2024 | 7.82% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 123,933 CHF | 66,967 CHF | 97.41% | 97.41% |
08/07/2024 | 11.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,543 CHF | 45,272 CHF | 98.98% | 98.98% |
05/07/2024 | 18.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,364 CHF | 30,182 CHF | 93.74% | 93.74% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.19% | 99.19% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.32% | 98.32% |
02/07/2024 | 18.27% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,777 CHF | 29,888 CHF | 95.37% | 95.37% |