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 | 11.49% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,219 CHF | 46,109 CHF | 98.85% | 98.85% |
12/07/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,638 CHF | 44,319 CHF | 98.81% | 98.81% |
11/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 99.30% | 99.30% |
10/07/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,670 CHF | 34,835 CHF | 98.38% | 98.38% |
09/07/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,982 CHF | 37,491 CHF | 97.73% | 97.73% |
08/07/2024 | 12.19% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,269 CHF | 43,634 CHF | 97.51% | 97.51% |
05/07/2024 | 10.78% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,936 CHF | 48,968 CHF | 98.30% | 98.30% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,978 CHF | 49,989 CHF | 94.22% | 94.22% |
03/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,861 CHF | 49,931 CHF | 99.38% | 99.38% |
02/07/2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,623 CHF | 44,312 CHF | 99.01% | 99.01% |