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 | 7.04% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 137,538 CHF | 59,015 CHF | 98.42% | 98.42% |
12/07/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,604 CHF | 60,241 CHF | 96.50% | 96.50% |
11/07/2024 | 7.95% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,187 | 120,932 CHF | 52,522 CHF | 93.77% | 93.77% |
10/07/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,245 | 102,006 CHF | 55,783 CHF | 96.51% | 96.51% |
09/07/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,149 CHF | 55,075 CHF | 97.31% | 97.31% |
08/07/2024 | 8.58% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 472,505 | 111,871 CHF | 57,361 CHF | 98.50% | 98.50% |
05/07/2024 | 10.63% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,196 CHF | 49,598 CHF | 97.99% | 97.99% |
04/07/2024 | 10.31% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,264 CHF | 51,132 CHF | 99.36% | 99.36% |
03/07/2024 | 8.33% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 447,840 | 115,815 CHF | 56,127 CHF | 97.70% | 97.70% |
02/07/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 434,129 | 118,642 CHF | 55,758 CHF | 97.91% | 97.91% |