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 | 9.73% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,904 CHF | 53,952 CHF | 99.51% | 99.51% |
12/07/2024 | 9.34% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,267 CHF | 56,134 CHF | 99.39% | 99.39% |
11/07/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,017 CHF | 46,009 CHF | 99.27% | 99.27% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,998 CHF | 44,999 CHF | 99.51% | 99.51% |
09/07/2024 | 12.63% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,507 CHF | 42,253 CHF | 86.49% | 86.49% |
08/07/2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,605 CHF | 44,303 CHF | 99.41% | 99.41% |
05/07/2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,895 CHF | 43,948 CHF | 99.39% | 99.39% |
04/07/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,542 CHF | 44,771 CHF | 99.56% | 99.56% |
03/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,728 CHF | 40,864 CHF | 99.47% | 99.47% |
02/07/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,856 CHF | 39,928 CHF | 99.55% | 99.55% |