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 | 15.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,956 CHF | 34,478 CHF | 94.90% | 94.90% |
12/07/2024 | 15.13% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,240 CHF | 35,620 CHF | 96.19% | 96.19% |
11/07/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,972 CHF | 33,486 CHF | 98.09% | 98.09% |
10/07/2024 | 18.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,738 CHF | 29,869 CHF | 98.05% | 98.05% |
09/07/2024 | 17.02% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,137 CHF | 32,068 CHF | 98.03% | 98.03% |
08/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 97.15% | 97.15% |
05/07/2024 | 13.50% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,502 CHF | 39,751 CHF | 98.31% | 98.31% |
04/07/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,378 CHF | 40,189 CHF | 97.80% | 97.80% |
03/07/2024 | 14.24% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,594 CHF | 37,797 CHF | 97.56% | 97.56% |
02/07/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,254 CHF | 30,627 CHF | 97.21% | 97.21% |