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 | 9.13% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 104,760 CHF | 57,380 CHF | 99.43% | 99.43% |
12/07/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 149,851 CHF | 79,926 CHF | 99.43% | 99.43% |
11/07/2024 | 7.21% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 134,236 CHF | 72,118 CHF | 99.36% | 99.36% |
10/07/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,455 CHF | 64,727 CHF | 99.47% | 99.47% |
09/07/2024 | 15.27% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,573 CHF | 35,286 CHF | 97.26% | 97.26% |
08/07/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,636 CHF | 34,818 CHF | 99.51% | 99.51% |
05/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 99.50% | 99.50% |
04/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 99.56% | 99.56% |
03/07/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,501 CHF | 35,251 CHF | 99.50% | 99.50% |
02/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.41% | 98.41% |