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 | 10.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,816 CHF | 49,908 CHF | 93.51% | 93.51% |
12/07/2024 | 10.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,988 CHF | 49,994 CHF | 93.20% | 93.20% |
11/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 415,077 | 103,807 CHF | 47,188 CHF | 94.60% | 94.60% |
10/07/2024 | 8.91% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 408,759 | 107,406 CHF | 47,926 CHF | 96.06% | 96.06% |
09/07/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,828 | 97,918 CHF | 53,940 CHF | 91.39% | 91.39% |
08/07/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,526 | 103,420 CHF | 56,413 CHF | 95.79% | 95.79% |
05/07/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 476,452 | 103,525 CHF | 53,937 CHF | 92.66% | 92.66% |
04/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 460,196 | 109,494 CHF | 54,969 CHF | 90.49% | 90.49% |
03/07/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 430,812 | 112,666 CHF | 52,764 CHF | 97.06% | 97.06% |
02/07/2024 | 8.83% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,336 CHF | 59,168 CHF | 94.89% | 94.89% |