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 | 11.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 437,093 | 81,377 CHF | 39,791 CHF | 99.47% | 99.47% |
12/07/2024 | 8.99% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 106,628 CHF | 46,651 CHF | 99.74% | 99.74% |
11/07/2024 | 12.19% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 453,951 | 77,363 CHF | 39,513 CHF | 99.11% | 99.11% |
10/07/2024 | 15.74% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,052 CHF | 34,526 CHF | 99.56% | 99.56% |
09/07/2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,591 CHF | 34,796 CHF | 99.59% | 99.59% |
08/07/2024 | 11.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 426,835 | 84,748 CHF | 40,184 CHF | 99.58% | 99.58% |
05/07/2024 | 8.54% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 112,527 CHF | 49,011 CHF | 99.20% | 99.20% |
04/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,952 CHF | 48,381 CHF | 99.54% | 99.54% |
03/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 111,869 CHF | 48,748 CHF | 99.53% | 99.53% |
02/07/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,583 | 90,053 CHF | 40,524 CHF | 99.43% | 99.43% |