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 | 9.75% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 407,852 | 97,752 CHF | 43,878 CHF | 94.83% | 94.83% |
12/07/2024 | 9.65% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,736 CHF | 43,495 CHF | 99.24% | 99.24% |
11/07/2024 | 9.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,356 CHF | 43,742 CHF | 98.22% | 98.22% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,002 CHF | 45,001 CHF | 99.34% | 99.34% |
09/07/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,642 CHF | 37,321 CHF | 99.35% | 99.35% |
08/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,973 CHF | 39,986 CHF | 98.73% | 98.73% |
05/07/2024 | 13.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,779 CHF | 38,890 CHF | 98.83% | 98.83% |
04/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.38% | 99.38% |
03/07/2024 | 15.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,486 CHF | 35,743 CHF | 99.27% | 99.27% |
02/07/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,103 CHF | 39,051 CHF | 99.39% | 99.39% |