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 | 11.91% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 79,095 CHF | 35,638 CHF | 96.49% | 96.49% |
12/07/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 83,103 CHF | 37,241 CHF | 92.13% | 92.13% |
11/07/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,445 | 69,807 CHF | 32,094 CHF | 98.47% | 98.47% |
10/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,088 CHF | 30,044 CHF | 98.46% | 98.46% |
09/07/2024 | 16.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,632 CHF | 33,816 CHF | 97.85% | 97.85% |
08/07/2024 | 13.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 402,633 | 69,732 CHF | 32,077 CHF | 98.04% | 98.04% |
05/07/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 415,954 | 68,660 CHF | 32,611 CHF | 98.98% | 98.98% |
04/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 70,145 CHF | 32,058 CHF | 99.56% | 99.56% |
03/07/2024 | 15.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,751 | 60,288 CHF | 34,748 CHF | 97.62% | 97.62% |
02/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,512 | 60,017 CHF | 34,902 CHF | 99.57% | 99.57% |