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 | 9.93% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,958 CHF | 52,979 CHF | 99.10% | 99.10% |
12/07/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,941 CHF | 54,471 CHF | 98.88% | 98.88% |
11/07/2024 | 10.89% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,045 CHF | 48,522 CHF | 99.02% | 99.02% |
10/07/2024 | 11.27% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,037 CHF | 47,018 CHF | 99.11% | 99.11% |
09/07/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,050 CHF | 46,025 CHF | 99.12% | 99.12% |
08/07/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,084 CHF | 55,234 CHF | 99.11% | 99.11% |
05/07/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 999,929 | 400,000 | 137,748 CHF | 59,103 CHF | 98.74% | 98.74% |
04/07/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,177 CHF | 57,271 CHF | 98.78% | 98.78% |
03/07/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,660 CHF | 55,864 CHF | 99.06% | 99.06% |
02/07/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,744 CHF | 60,372 CHF | 99.16% | 99.16% |