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 | 14.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 66,375 CHF | 30,550 CHF | 90.35% | 90.35% |
12/07/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 60,779 CHF | 28,312 CHF | 97.59% | 97.59% |
11/07/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 985,744 | 385,744 | 67,453 CHF | 30,213 CHF | 95.77% | 95.77% |
10/07/2024 | 13.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 993,921 | 393,921 | 70,050 CHF | 31,672 CHF | 95.42% | 95.42% |
09/07/2024 | 12.29% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 937,810 | 337,810 | 71,701 CHF | 29,073 CHF | 96.71% | 96.71% |
08/07/2024 | 14.54% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 64,117 CHF | 29,647 CHF | 95.74% | 95.74% |
05/07/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 70,825 CHF | 32,330 CHF | 91.92% | 91.92% |
04/07/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 997,570 | 397,570 | 73,514 CHF | 33,265 CHF | 88.83% | 88.83% |
03/07/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 914,185 | 314,185 | 76,990 CHF | 29,555 CHF | 94.29% | 94.29% |
02/07/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 897,439 | 299,146 | 84,814 CHF | 31,263 CHF | 95.92% | 95.92% |