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 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,000 CHF | 55,000 CHF | 94.96% | 94.96% |
12/07/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,562 CHF | 56,781 CHF | 96.28% | 96.28% |
11/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,902 CHF | 54,951 CHF | 98.11% | 98.11% |
10/07/2024 | 10.60% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,999 CHF | 50,000 CHF | 98.05% | 98.05% |
09/07/2024 | 9.85% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,774 CHF | 53,387 CHF | 98.03% | 98.03% |
08/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,993 CHF | 54,996 CHF | 97.16% | 97.16% |
05/07/2024 | 8.75% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,575 CHF | 59,787 CHF | 98.23% | 98.23% |
04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,018 CHF | 60,009 CHF | 97.80% | 97.80% |
03/07/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,695 CHF | 55,848 CHF | 97.58% | 97.58% |
02/07/2024 | 10.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,230 CHF | 50,115 CHF | 97.22% | 97.22% |