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 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,464 CHF | 41,732 CHF | 98.71% | 98.71% |
12/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,864 CHF | 54,932 CHF | 95.78% | 95.78% |
11/07/2024 | 10.84% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,003 CHF | 49,002 CHF | 98.89% | 98.89% |
10/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,858 CHF | 44,929 CHF | 97.78% | 97.78% |
09/07/2024 | 11.66% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,158 CHF | 45,579 CHF | 99.04% | 99.04% |
08/07/2024 | 11.02% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,976 CHF | 47,988 CHF | 96.86% | 96.86% |
05/07/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,676 CHF | 50,838 CHF | 96.11% | 96.11% |
04/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,037 CHF | 45,018 CHF | 95.91% | 95.91% |
03/07/2024 | 13.08% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,594 CHF | 40,797 CHF | 98.55% | 98.55% |
02/07/2024 | 12.42% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,847 CHF | 42,923 CHF | 98.68% | 98.68% |