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 | 12.14% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,771 CHF | 43,885 CHF | 99.09% | 99.09% |
12/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,066 CHF | 45,033 CHF | 96.95% | 96.95% |
11/07/2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,176 CHF | 40,088 CHF | 93.63% | 93.63% |
10/07/2024 | 15.14% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,205 CHF | 35,603 CHF | 95.49% | 95.49% |
09/07/2024 | 15.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,836 CHF | 34,418 CHF | 97.47% | 97.47% |
08/07/2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,952 CHF | 37,476 CHF | 98.64% | 98.64% |
05/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 96.89% | 96.89% |
04/07/2024 | 17.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,827 CHF | 31,913 CHF | 99.37% | 99.37% |
03/07/2024 | 13.85% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,610 CHF | 38,805 CHF | 97.44% | 97.44% |
02/07/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,988 CHF | 39,494 CHF | 97.36% | 97.36% |