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 | 7.73% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,706 CHF | 67,353 CHF | 98.65% | 98.65% |
12/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,105 CHF | 70,053 CHF | 96.15% | 96.15% |
11/07/2024 | 8.63% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,971 CHF | 60,486 CHF | 93.84% | 93.84% |
10/07/2024 | 9.90% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,471 CHF | 53,235 CHF | 96.59% | 96.59% |
09/07/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,825 CHF | 53,912 CHF | 97.32% | 97.32% |
08/07/2024 | 9.12% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 104,929 CHF | 57,465 CHF | 98.36% | 98.36% |
05/07/2024 | 11.16% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,888 CHF | 47,444 CHF | 96.90% | 96.90% |
04/07/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,745 CHF | 48,873 CHF | 99.37% | 99.37% |
03/07/2024 | 8.99% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,769 CHF | 58,385 CHF | 96.26% | 96.26% |
02/07/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,775 CHF | 59,388 CHF | 97.41% | 97.41% |