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 | 9.60% | 0.10 CHF | 0.11 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 99,259 CHF | 5,463 CHF | 99.27% | 99.27% |
12/07/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 88,874 CHF | 4,944 CHF | 99.27% | 99.27% |
11/07/2024 | 11.27% | 0.08 CHF | 0.09 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 83,963 CHF | 4,698 CHF | 99.27% | 99.27% |
10/07/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 1,000,000 | 50,000 | 1,000,000 | 49,973 | 85,357 CHF | 4,765 CHF | 99.27% | 99.27% |
09/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 80,170 CHF | 4,508 CHF | 99.27% | 99.27% |
08/07/2024 | 11.59% | 0.08 CHF | 0.09 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 81,413 CHF | 4,571 CHF | 99.22% | 99.22% |
05/07/2024 | 11.80% | 0.09 CHF | 0.10 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 79,801 CHF | 4,490 CHF | 99.27% | 99.27% |
04/07/2024 | 12.28% | 0.08 CHF | 0.09 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 76,447 CHF | 4,322 CHF | 99.27% | 99.27% |
03/07/2024 | 11.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 85,480 CHF | 4,774 CHF | 99.27% | 99.27% |
02/07/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1,000,000 | 50,000 | 1,000,000 | 50,000 | 95,600 CHF | 5,280 CHF | 90.87% | 90.87% |