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 | 10.59% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 89,452 CHF | 99,452 CHF | 100.00% | 100.00% |
12/07/2024 | 9.79% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 97,262 CHF | 107,262 CHF | 99.85% | 99.85% |
11/07/2024 | 9.07% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 105,455 CHF | 115,455 CHF | 71.50% | 71.50% |
10/07/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 119,552 CHF | 129,552 CHF | 99.38% | 99.38% |
09/07/2024 | 7.99% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 996,167 | 996,167 | 120,570 CHF | 130,570 CHF | 100.00% | 100.00% |
08/07/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 998,262 | 998,262 | 118,583 CHF | 128,583 CHF | 100.00% | 100.00% |
05/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 126,328 CHF | 136,328 CHF | 99.56% | 99.56% |
04/07/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 134,809 CHF | 144,809 CHF | 100.00% | 100.00% |
03/07/2024 | 6.62% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 146,334 CHF | 156,334 CHF | 99.77% | 99.77% |
02/07/2024 | 5.77% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 168,353 CHF | 178,353 CHF | 99.93% | 99.93% |