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 | 12.17% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,577 CHF | 43,789 CHF | 99.57% | 99.57% |
12/07/2024 | 11.02% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,278 CHF | 48,139 CHF | 99.49% | 99.49% |
11/07/2024 | 10.12% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,491 | 94,019 CHF | 51,734 CHF | 99.59% | 99.59% |
10/07/2024 | 9.96% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,653 CHF | 52,826 CHF | 99.59% | 99.59% |
09/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,303 | 111,022 CHF | 48,882 CHF | 99.55% | 99.55% |
08/07/2024 | 8.76% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,032 | 110,817 CHF | 50,311 CHF | 99.55% | 99.55% |
05/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,969 | 99,144 CHF | 54,459 CHF | 99.57% | 99.57% |
04/07/2024 | 9.09% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 439,535 | 105,187 CHF | 50,424 CHF | 99.58% | 99.58% |
03/07/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,377 | 107,748 CHF | 49,438 CHF | 99.51% | 99.51% |
02/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,854 CHF | 52,342 CHF | 99.58% | 99.58% |