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 | 11.98% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,708 CHF | 44,354 CHF | 92.10% | 92.10% |
12/07/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,456 CHF | 39,228 CHF | 94.16% | 94.16% |
11/07/2024 | 12.10% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,897 CHF | 43,949 CHF | 93.88% | 93.88% |
10/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,161 CHF | 45,080 CHF | 89.18% | 89.18% |
09/07/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,626 CHF | 50,313 CHF | 91.93% | 91.93% |
08/07/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,111 CHF | 45,555 CHF | 90.96% | 90.96% |
05/07/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,394 CHF | 46,197 CHF | 98.50% | 98.50% |
04/07/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,958 CHF | 53,479 CHF | 88.94% | 88.94% |
03/07/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,031 CHF | 55,515 CHF | 95.36% | 95.36% |
02/07/2024 | 8.28% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 465,351 | 116,069 CHF | 58,501 CHF | 95.40% | 95.40% |