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 | 10.45% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,099 CHF | 50,549 CHF | 99.57% | 99.57% |
12/07/2024 | 9.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,329 CHF | 54,165 CHF | 99.47% | 99.47% |
11/07/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,726 CHF | 58,363 CHF | 99.60% | 99.60% |
10/07/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,838 CHF | 58,419 CHF | 99.59% | 99.59% |
09/07/2024 | 8.08% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,863 CHF | 64,431 CHF | 99.55% | 99.55% |
08/07/2024 | 8.16% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,414 CHF | 64,207 CHF | 99.56% | 99.56% |
05/07/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,706 CHF | 59,353 CHF | 99.58% | 99.58% |
04/07/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,174 CHF | 60,087 CHF | 99.58% | 99.58% |
03/07/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,254 CHF | 63,627 CHF | 99.52% | 99.52% |
02/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 122,450 CHF | 66,225 CHF | 99.58% | 99.58% |