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 | 15.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,987 CHF | 34,494 CHF | 99.04% | 99.04% |
12/07/2024 | 11.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 469,713 | 81,072 CHF | 42,508 CHF | 99.45% | 99.45% |
11/07/2024 | 9.82% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 406,133 | 97,623 CHF | 43,601 CHF | 98.82% | 98.82% |
10/07/2024 | 8.83% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 996,353 | 396,353 | 108,223 CHF | 46,990 CHF | 98.51% | 98.51% |
09/07/2024 | 9.61% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,228 CHF | 43,691 CHF | 99.58% | 99.58% |
08/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,519 | 97,452 CHF | 43,028 CHF | 96.25% | 96.25% |
05/07/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,146 | 92,335 CHF | 40,947 CHF | 99.47% | 99.47% |
04/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,136 | 90,000 CHF | 40,214 CHF | 99.40% | 99.40% |
03/07/2024 | 8.98% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 106,560 CHF | 46,624 CHF | 99.58% | 99.58% |
02/07/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 111,074 CHF | 48,430 CHF | 99.42% | 99.42% |