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 | 9.99% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,363 CHF | 52,682 CHF | 96.40% | 96.40% |
12/07/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,521 CHF | 53,760 CHF | 97.74% | 97.74% |
11/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,978 CHF | 54,989 CHF | 97.90% | 97.90% |
10/07/2024 | 10.71% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,549 CHF | 49,275 CHF | 96.82% | 96.82% |
09/07/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,889 CHF | 46,445 CHF | 94.90% | 94.90% |
08/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 95.79% | 95.79% |
05/07/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,471 CHF | 53,736 CHF | 97.73% | 97.73% |
04/07/2024 | 9.33% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,386 CHF | 56,193 CHF | 90.54% | 90.54% |
03/07/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,180 CHF | 54,590 CHF | 95.94% | 95.94% |
02/07/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,920 CHF | 46,460 CHF | 98.90% | 98.90% |