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 | 13.06% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,770 CHF | 40,885 CHF | 99.57% | 99.57% |
12/07/2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,613 CHF | 40,807 CHF | 99.51% | 99.51% |
11/07/2024 | 11.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,573 CHF | 45,287 CHF | 99.49% | 99.49% |
10/07/2024 | 10.27% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,589 CHF | 51,294 CHF | 99.60% | 99.60% |
09/07/2024 | 9.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 481,768 | 99,216 CHF | 52,408 CHF | 99.57% | 99.57% |
08/07/2024 | 14.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,169 CHF | 37,585 CHF | 99.62% | 99.62% |
05/07/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,713 CHF | 39,856 CHF | 99.53% | 99.53% |
04/07/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,636 CHF | 36,318 CHF | 99.58% | 99.58% |
03/07/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,425 CHF | 45,213 CHF | 99.57% | 99.57% |
02/07/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 476,677 | 112,854 CHF | 58,395 CHF | 99.56% | 99.56% |