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 | 12.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,175 CHF | 41,088 CHF | 96.74% | 96.74% |
12/07/2024 | 11.97% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,710 CHF | 44,355 CHF | 98.93% | 98.93% |
11/07/2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,032 CHF | 43,016 CHF | 99.04% | 99.04% |
10/07/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,348 CHF | 45,174 CHF | 96.62% | 96.62% |
09/07/2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,563 CHF | 46,282 CHF | 98.08% | 98.08% |
08/07/2024 | 11.11% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,301 CHF | 47,651 CHF | 98.75% | 98.75% |
05/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,997 CHF | 59,998 CHF | 94.94% | 94.94% |
04/07/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,335 CHF | 60,667 CHF | 98.64% | 98.64% |
03/07/2024 | 8.38% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,475 CHF | 62,238 CHF | 99.07% | 99.07% |
02/07/2024 | 8.01% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 486,191 | 120,371 CHF | 63,251 CHF | 98.64% | 98.64% |