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 | 6.59% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 449,750 | 147,062 CHF | 70,350 CHF | 97.89% | 97.89% |
12/07/2024 | 8.38% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,713 CHF | 62,356 CHF | 99.00% | 99.00% |
11/07/2024 | 10.11% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,466 CHF | 52,233 CHF | 97.29% | 97.29% |
10/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 89.36% | 89.36% |
09/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 99.36% | 99.36% |
08/07/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,580 CHF | 50,290 CHF | 97.49% | 97.49% |
05/07/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,126 CHF | 50,563 CHF | 96.93% | 96.93% |
04/07/2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,455 CHF | 54,228 CHF | 99.37% | 99.37% |
03/07/2024 | 9.62% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,065 CHF | 54,533 CHF | 97.63% | 97.63% |
02/07/2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,268 CHF | 51,134 CHF | 94.69% | 94.69% |