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 | 11.09% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,499 CHF | 47,749 CHF | 98.90% | 98.90% |
12/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,829 CHF | 49,915 CHF | 99.03% | 99.03% |
11/07/2024 | 8.68% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,418 CHF | 60,209 CHF | 97.88% | 97.88% |
10/07/2024 | 8.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,524 CHF | 62,262 CHF | 99.24% | 99.24% |
09/07/2024 | 8.04% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,711 CHF | 64,856 CHF | 99.04% | 99.04% |
08/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,352 CHF | 60,676 CHF | 98.93% | 98.93% |
05/07/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,794 CHF | 64,397 CHF | 99.14% | 99.14% |
04/07/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,636 CHF | 63,318 CHF | 99.37% | 99.37% |
03/07/2024 | 7.48% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,739 CHF | 69,370 CHF | 99.00% | 99.00% |
02/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 112,374 CHF | 61,187 CHF | 99.05% | 99.05% |