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 | 9.62% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,015 CHF | 54,508 CHF | 98.86% | 98.86% |
12/07/2024 | 10.17% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,599 CHF | 51,799 CHF | 98.86% | 98.86% |
11/07/2024 | 12.45% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,634 CHF | 42,817 CHF | 99.35% | 99.35% |
10/07/2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,381 CHF | 40,691 CHF | 98.39% | 98.39% |
09/07/2024 | 11.43% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,728 CHF | 46,364 CHF | 97.75% | 97.75% |
08/07/2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,041 CHF | 52,020 CHF | 97.51% | 97.51% |
05/07/2024 | 9.11% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,007 CHF | 57,504 CHF | 98.35% | 98.35% |
04/07/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,395 CHF | 59,698 CHF | 94.21% | 94.21% |
03/07/2024 | 8.92% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,293 CHF | 58,646 CHF | 99.29% | 99.29% |
02/07/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,700 CHF | 51,850 CHF | 98.92% | 98.92% |