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 | 10.00% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,219 CHF | 52,609 CHF | 98.77% | 98.77% |
12/07/2024 | 10.73% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,340 CHF | 49,170 CHF | 98.79% | 98.79% |
11/07/2024 | 15.26% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,624 CHF | 35,312 CHF | 99.38% | 99.38% |
10/07/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,487 CHF | 34,744 CHF | 98.42% | 98.42% |
09/07/2024 | 13.71% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,627 CHF | 39,314 CHF | 97.79% | 97.79% |
08/07/2024 | 11.09% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,486 CHF | 47,743 CHF | 97.48% | 97.48% |
05/07/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,626 CHF | 54,313 CHF | 98.31% | 98.31% |
04/07/2024 | 9.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,379 CHF | 55,190 CHF | 94.21% | 94.21% |
03/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,374 CHF | 55,187 CHF | 99.34% | 99.34% |
02/07/2024 | 11.02% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,042 CHF | 48,021 CHF | 98.92% | 98.92% |