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 | 16.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,019 CHF | 32,509 CHF | 98.86% | 98.86% |
12/07/2024 | 15.46% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,737 CHF | 34,868 CHF | 98.40% | 98.40% |
11/07/2024 | 12.42% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,848 CHF | 42,924 CHF | 97.67% | 97.67% |
10/07/2024 | 11.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,581 CHF | 44,290 CHF | 99.16% | 99.16% |
09/07/2024 | 11.70% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,809 CHF | 45,404 CHF | 99.01% | 99.01% |
08/07/2024 | 12.15% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,550 CHF | 43,775 CHF | 99.11% | 99.11% |
05/07/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,752 CHF | 44,876 CHF | 98.87% | 98.87% |
04/07/2024 | 11.88% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,281 CHF | 44,641 CHF | 99.36% | 99.36% |
03/07/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,659 CHF | 49,330 CHF | 98.90% | 98.90% |
02/07/2024 | 12.95% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,561 CHF | 41,281 CHF | 98.99% | 98.99% |