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 | 10.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,056 CHF | 49,528 CHF | 99.55% | 99.55% |
12/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,402 CHF | 59,201 CHF | 99.48% | 99.48% |
11/07/2024 | 10.95% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,589 CHF | 48,295 CHF | 99.07% | 99.07% |
10/07/2024 | 13.33% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,353 CHF | 40,176 CHF | 99.59% | 99.59% |
09/07/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 999,979 | 500,000 | 69,790 CHF | 39,896 CHF | 99.58% | 99.58% |
08/07/2024 | 10.30% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,595 CHF | 51,298 CHF | 99.58% | 99.58% |
05/07/2024 | 8.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 112,893 CHF | 61,446 CHF | 99.32% | 99.32% |
04/07/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,813 CHF | 60,906 CHF | 99.52% | 99.52% |
03/07/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,766 | 113,099 CHF | 61,519 CHF | 99.56% | 99.56% |
02/07/2024 | 9.92% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,074 CHF | 53,037 CHF | 99.57% | 99.57% |