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 | 10.66% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,941 CHF | 49,471 CHF | 99.57% | 99.57% |
12/07/2024 | 9.75% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,787 CHF | 53,894 CHF | 99.51% | 99.51% |
11/07/2024 | 9.45% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,862 CHF | 55,431 CHF | 99.54% | 99.54% |
10/07/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,393 CHF | 55,197 CHF | 99.61% | 99.61% |
09/07/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,205 CHF | 60,103 CHF | 99.55% | 99.55% |
08/07/2024 | 8.47% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 113,639 CHF | 61,820 CHF | 99.58% | 99.58% |
05/07/2024 | 9.09% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,206 CHF | 57,603 CHF | 99.56% | 99.56% |
04/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,000 CHF | 60,000 CHF | 99.57% | 99.57% |
03/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,212 CHF | 59,106 CHF | 99.58% | 99.58% |
02/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,193 CHF | 65,096 CHF | 99.59% | 99.59% |