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 | 12.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,465 CHF | 42,732 CHF | 99.01% | 99.01% |
12/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,998 CHF | 44,999 CHF | 96.45% | 96.45% |
11/07/2024 | 13.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,316 CHF | 39,658 CHF | 93.73% | 93.73% |
10/07/2024 | 16.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,505 CHF | 33,753 CHF | 97.25% | 97.25% |
09/07/2024 | 16.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,922 CHF | 33,461 CHF | 97.63% | 97.63% |
08/07/2024 | 15.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,101 CHF | 35,550 CHF | 98.70% | 98.70% |
05/07/2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,103 CHF | 29,552 CHF | 97.59% | 97.59% |
04/07/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,757 CHF | 29,878 CHF | 99.37% | 99.37% |
03/07/2024 | 14.45% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,122 CHF | 37,561 CHF | 97.36% | 97.36% |
02/07/2024 | 13.65% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,453 CHF | 39,227 CHF | 96.70% | 96.70% |