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 | 10.22% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,735 CHF | 51,868 CHF | 97.41% | 97.41% |
12/07/2024 | 9.05% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,043 CHF | 58,021 CHF | 99.45% | 99.45% |
11/07/2024 | 11.46% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,524 CHF | 46,262 CHF | 99.15% | 99.15% |
10/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,015 CHF | 40,007 CHF | 99.24% | 99.24% |
09/07/2024 | 12.91% | 0.07 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,671 CHF | 41,335 CHF | 78.89% | 99.01% |
08/07/2024 | 11.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,658 CHF | 44,829 CHF | 99.42% | 99.42% |
05/07/2024 | 12.04% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,250 CHF | 44,125 CHF | 99.38% | 99.38% |
04/07/2024 | 12.24% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,940 CHF | 43,470 CHF | 99.53% | 99.53% |
03/07/2024 | 11.21% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,577 CHF | 47,289 CHF | 97.86% | 97.86% |
02/07/2024 | 12.46% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,605 CHF | 42,803 CHF | 99.03% | 99.03% |