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 | 13.40% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,681 CHF | 39,841 CHF | 99.46% | 99.46% |
12/07/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,398 CHF | 41,199 CHF | 99.49% | 99.49% |
11/07/2024 | 15.21% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,857 CHF | 35,429 CHF | 99.27% | 99.27% |
10/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,877 CHF | 34,939 CHF | 99.45% | 99.45% |
09/07/2024 | 16.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,455 CHF | 33,227 CHF | 86.63% | 86.63% |
08/07/2024 | 15.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,570 CHF | 34,785 CHF | 99.43% | 99.43% |
05/07/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,149 CHF | 34,575 CHF | 99.39% | 99.39% |
04/07/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,993 CHF | 34,996 CHF | 99.57% | 99.57% |
03/07/2024 | 17.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,664 CHF | 30,832 CHF | 99.37% | 99.37% |
02/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,972 CHF | 29,986 CHF | 99.54% | 99.54% |