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 | 8.18% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,457 CHF | 63,728 CHF | 98.68% | 98.68% |
12/07/2024 | 8.69% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,500 CHF | 60,250 CHF | 98.75% | 98.75% |
11/07/2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 112,928 CHF | 61,464 CHF | 98.91% | 98.91% |
10/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,000 CHF | 60,000 CHF | 98.90% | 98.90% |
09/07/2024 | 8.35% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 115,196 CHF | 62,598 CHF | 98.93% | 98.93% |
08/07/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,872 CHF | 68,936 CHF | 98.92% | 98.92% |
05/07/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,015 CHF | 68,507 CHF | 98.73% | 98.73% |
04/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,510 CHF | 59,755 CHF | 98.90% | 98.90% |
03/07/2024 | 9.04% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,858 CHF | 57,929 CHF | 98.89% | 98.89% |
02/07/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,906 CHF | 53,453 CHF | 98.62% | 98.62% |