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 | 7.01% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,838 CHF | 73,919 CHF | 99.71% | 99.71% |
12/07/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 138,771 CHF | 74,385 CHF | 96.36% | 96.36% |
11/07/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,190 CHF | 68,095 CHF | 91.14% | 91.14% |
10/07/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,131 CHF | 56,066 CHF | 99.56% | 99.56% |
09/07/2024 | 9.09% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,579 CHF | 57,790 CHF | 96.48% | 96.48% |
08/07/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,045 CHF | 59,523 CHF | 99.57% | 99.57% |
05/07/2024 | 9.48% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,545 CHF | 55,272 CHF | 98.02% | 98.02% |
04/07/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,623 CHF | 58,812 CHF | 99.58% | 99.58% |
03/07/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,471 CHF | 55,736 CHF | 99.40% | 99.40% |
02/07/2024 | 8.15% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,912 CHF | 63,956 CHF | 97.49% | 97.49% |