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 | 12.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,265 CHF | 42,132 CHF | 99.60% | 99.60% |
12/07/2024 | 10.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,639 CHF | 49,320 CHF | 96.66% | 96.66% |
11/07/2024 | 9.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 487,225 | 97,938 CHF | 52,436 CHF | 91.14% | 91.14% |
10/07/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 134,102 CHF | 57,641 CHF | 99.58% | 99.58% |
09/07/2024 | 7.43% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,518 CHF | 56,207 CHF | 96.48% | 96.48% |
08/07/2024 | 8.17% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 117,688 CHF | 51,075 CHF | 99.59% | 99.59% |
05/07/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 137,825 CHF | 59,130 CHF | 98.02% | 98.02% |
04/07/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,551 CHF | 57,420 CHF | 99.58% | 99.58% |
03/07/2024 | 7.44% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,452 CHF | 55,781 CHF | 99.40% | 99.40% |
02/07/2024 | 7.90% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,640 CHF | 52,656 CHF | 97.49% | 97.49% |