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 | 11.39% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,048 CHF | 46,524 CHF | 99.29% | 99.29% |
12/07/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,974 | 89,365 CHF | 49,680 CHF | 99.38% | 99.38% |
11/07/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,917 CHF | 44,959 CHF | 99.36% | 99.36% |
10/07/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,660 CHF | 49,830 CHF | 99.35% | 99.35% |
09/07/2024 | 10.29% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,315 | 92,450 CHF | 51,149 CHF | 99.34% | 99.34% |
08/07/2024 | 7.75% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,205 CHF | 53,682 CHF | 99.31% | 99.31% |
05/07/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,655 CHF | 59,462 CHF | 99.34% | 99.34% |
04/07/2024 | 6.91% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 139,849 CHF | 59,940 CHF | 99.37% | 99.37% |
03/07/2024 | 7.24% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,287 CHF | 57,315 CHF | 99.40% | 99.40% |
02/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,418 | 122,219 CHF | 52,938 CHF | 99.43% | 99.43% |