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 | 13.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,091 CHF | 40,045 CHF | 99.51% | 99.51% |
12/07/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,320 CHF | 40,160 CHF | 94.90% | 99.41% |
11/07/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,445 CHF | 37,722 CHF | 98.83% | 98.83% |
10/07/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,114 CHF | 39,057 CHF | 99.15% | 99.15% |
09/07/2024 | 13.85% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,496 CHF | 38,748 CHF | 98.51% | 98.51% |
08/07/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,449 CHF | 38,725 CHF | 98.41% | 98.41% |
05/07/2024 | 13.70% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,207 CHF | 39,104 CHF | 93.71% | 93.71% |
04/07/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,091 CHF | 40,545 CHF | 97.85% | 97.85% |
03/07/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,801 CHF | 39,900 CHF | 98.64% | 98.64% |
02/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,116 CHF | 35,058 CHF | 99.46% | 99.46% |