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 | 9.48% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,413 | 100,522 CHF | 55,076 CHF | 99.60% | 99.60% |
12/07/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,193 CHF | 54,096 CHF | 99.45% | 99.45% |
11/07/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,419 | 109,699 CHF | 50,304 CHF | 99.02% | 99.02% |
10/07/2024 | 8.06% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,298 CHF | 51,719 CHF | 99.59% | 99.59% |
09/07/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,956 CHF | 56,382 CHF | 99.55% | 99.55% |
08/07/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 114,003 CHF | 49,601 CHF | 99.54% | 99.54% |
05/07/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,927 CHF | 54,371 CHF | 99.52% | 99.52% |
04/07/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,369 CHF | 54,148 CHF | 99.56% | 99.56% |
03/07/2024 | 8.95% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 475,553 | 107,234 CHF | 55,513 CHF | 99.53% | 99.53% |
02/07/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 450,308 | 110,967 CHF | 54,424 CHF | 99.32% | 99.32% |