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 | 10.93% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,744 CHF | 48,372 CHF | 99.00% | 99.00% |
12/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 99.22% | 99.22% |
11/07/2024 | 13.07% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,689 CHF | 40,844 CHF | 98.74% | 98.74% |
10/07/2024 | 13.17% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,039 CHF | 40,519 CHF | 99.19% | 99.19% |
09/07/2024 | 12.14% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,586 CHF | 43,793 CHF | 97.90% | 97.90% |
08/07/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,130 CHF | 42,565 CHF | 99.38% | 99.38% |
05/07/2024 | 11.87% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,342 CHF | 44,671 CHF | 99.40% | 99.40% |
04/07/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,889 CHF | 48,944 CHF | 99.56% | 99.56% |
03/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 99.51% | 99.51% |
02/07/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,203 CHF | 55,101 CHF | 99.53% | 99.53% |