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 | 10.23% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 454,118 | 93,231 CHF | 46,590 CHF | 99.34% | 99.34% |
12/07/2024 | 11.20% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,585 CHF | 47,293 CHF | 99.33% | 99.33% |
11/07/2024 | 11.62% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,156 CHF | 45,578 CHF | 99.23% | 99.23% |
10/07/2024 | 9.48% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 445,902 | 100,869 CHF | 49,261 CHF | 99.38% | 99.38% |
09/07/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,088 | 113,428 CHF | 49,711 CHF | 99.40% | 99.40% |
08/07/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 425,665 | 105,840 CHF | 49,159 CHF | 99.40% | 99.40% |
05/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,299 CHF | 56,520 CHF | 99.36% | 99.36% |
04/07/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,343 CHF | 59,337 CHF | 99.37% | 99.37% |
03/07/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,588 CHF | 60,235 CHF | 99.40% | 99.40% |
02/07/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,607 CHF | 56,243 CHF | 99.38% | 99.38% |