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 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 70,044 CHF | 32,018 CHF | 99.13% | 99.13% |
12/07/2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 410,334 | 71,350 CHF | 33,367 CHF | 98.89% | 98.89% |
11/07/2024 | 10.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 999,883 | 399,883 | 88,120 CHF | 39,240 CHF | 99.04% | 99.04% |
10/07/2024 | 9.91% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 949,283 | 349,283 | 91,709 CHF | 36,973 CHF | 98.14% | 98.14% |
09/07/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 901,116 | 301,116 | 98,210 CHF | 35,822 CHF | 99.14% | 99.14% |
08/07/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,187 CHF | 37,093 CHF | 99.11% | 99.11% |
05/07/2024 | 14.20% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 496,898 | 66,008 CHF | 37,725 CHF | 98.72% | 98.72% |
04/07/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,351 CHF | 40,176 CHF | 98.78% | 98.78% |
03/07/2024 | 11.55% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 424,787 | 81,764 CHF | 38,937 CHF | 99.07% | 99.07% |
02/07/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 101,729 CHF | 44,691 CHF | 99.18% | 99.18% |