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 | 13.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 480,674 | 71,153 CHF | 38,731 CHF | 98.71% | 98.71% |
12/07/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,051 CHF | 47,220 CHF | 95.77% | 95.77% |
11/07/2024 | 10.64% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 429,703 | 90,320 CHF | 42,801 CHF | 98.94% | 98.94% |
10/07/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,976 | 77,871 CHF | 43,933 CHF | 97.83% | 97.83% |
09/07/2024 | 11.78% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 472,665 | 80,494 CHF | 42,516 CHF | 99.04% | 99.04% |
08/07/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 438,707 | 88,063 CHF | 42,787 CHF | 96.84% | 96.84% |
05/07/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,599 CHF | 43,440 CHF | 94.84% | 94.84% |
04/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,194 CHF | 45,097 CHF | 95.91% | 95.91% |
03/07/2024 | 13.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,513 CHF | 39,257 CHF | 98.56% | 98.56% |
02/07/2024 | 12.58% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,793 CHF | 42,397 CHF | 98.67% | 98.67% |