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 | 11.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,708 CHF | 46,854 CHF | 98.68% | 98.68% |
12/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,864 CHF | 59,932 CHF | 95.77% | 95.77% |
11/07/2024 | 9.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,435 CHF | 53,718 CHF | 98.89% | 98.89% |
10/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 98.79% | 98.79% |
09/07/2024 | 10.41% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,370 CHF | 50,685 CHF | 99.04% | 99.04% |
08/07/2024 | 10.03% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,925 CHF | 52,463 CHF | 96.83% | 96.83% |
05/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,164 CHF | 55,082 CHF | 96.05% | 96.05% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 95.92% | 95.92% |
03/07/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,824 CHF | 45,912 CHF | 98.56% | 98.56% |
02/07/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,616 CHF | 47,808 CHF | 98.67% | 98.67% |