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 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,121 CHF | 40,061 CHF | 99.36% | 99.36% |
12/07/2024 | 12.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,259 CHF | 43,129 CHF | 99.39% | 99.39% |
11/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,950 CHF | 39,975 CHF | 99.34% | 99.34% |
10/07/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,588 CHF | 43,294 CHF | 99.32% | 99.32% |
09/07/2024 | 12.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,886 CHF | 43,943 CHF | 99.39% | 99.39% |
08/07/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,530 CHF | 54,765 CHF | 99.37% | 99.37% |
05/07/2024 | 8.84% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,296 CHF | 59,148 CHF | 99.28% | 99.28% |
04/07/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,950 CHF | 59,975 CHF | 99.37% | 99.37% |
03/07/2024 | 8.96% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,808 CHF | 58,404 CHF | 99.28% | 99.28% |
02/07/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,742 CHF | 54,371 CHF | 99.38% | 99.38% |