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 | 12.57% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 470,833 | 74,855 CHF | 39,803 CHF | 99.61% | 99.61% |
12/07/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 418,219 | 78,773 CHF | 37,027 CHF | 99.61% | 99.61% |
11/07/2024 | 12.09% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 451,771 | 77,901 CHF | 39,610 CHF | 99.56% | 99.56% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 462,580 | 80,000 CHF | 41,632 CHF | 98.64% | 98.64% |
09/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 478,214 | 80,000 CHF | 43,039 CHF | 99.58% | 99.58% |
08/07/2024 | 11.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,421 | 82,105 CHF | 36,970 CHF | 99.58% | 99.58% |
05/07/2024 | 9.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 100,284 CHF | 44,114 CHF | 98.38% | 98.38% |
04/07/2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,628 CHF | 47,451 CHF | 99.36% | 99.36% |
03/07/2024 | 9.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,851 CHF | 43,941 CHF | 99.58% | 99.58% |
02/07/2024 | 8.95% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 106,951 CHF | 46,781 CHF | 99.59% | 99.59% |