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 | 9.54% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 996,242 | 396,242 | 99,452 CHF | 43,518 CHF | 99.57% | 99.57% |
12/07/2024 | 8.16% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 901,727 | 301,727 | 106,169 CHF | 38,528 CHF | 97.99% | 97.99% |
11/07/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 899,773 | 299,924 | 114,340 CHF | 41,113 CHF | 99.43% | 99.43% |
10/07/2024 | 7.77% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 890,590 | 296,863 | 110,328 CHF | 39,745 CHF | 94.56% | 94.56% |
09/07/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 109,135 CHF | 39,378 CHF | 99.12% | 99.12% |
08/07/2024 | 9.65% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 978,504 | 378,504 | 96,948 CHF | 41,102 CHF | 98.89% | 98.89% |
05/07/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 904,305 | 304,305 | 99,026 CHF | 36,339 CHF | 99.58% | 99.58% |
04/07/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 962,669 | 362,669 | 100,263 CHF | 41,268 CHF | 99.58% | 99.58% |
03/07/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 914,545 | 314,545 | 99,736 CHF | 37,389 CHF | 99.57% | 99.57% |
02/07/2024 | 8.38% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 103,116 CHF | 37,372 CHF | 99.57% | 99.57% |