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 | 10.08% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,494 CHF | 52,247 CHF | 99.48% | 99.48% |
12/07/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,605 CHF | 51,802 CHF | 99.43% | 99.43% |
11/07/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,108 CHF | 55,554 CHF | 99.47% | 99.47% |
10/07/2024 | 8.90% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,522 CHF | 58,761 CHF | 99.62% | 99.62% |
09/07/2024 | 8.60% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,423 | 111,400 CHF | 60,365 CHF | 99.55% | 99.55% |
08/07/2024 | 9.46% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,841 CHF | 55,421 CHF | 99.53% | 99.53% |
05/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,437 CHF | 60,219 CHF | 99.72% | 99.72% |
04/07/2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 104,682 CHF | 57,341 CHF | 99.34% | 99.34% |
03/07/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 460,355 | 128,982 CHF | 63,629 CHF | 99.13% | 99.13% |
02/07/2024 | 5.95% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 163,308 CHF | 69,323 CHF | 99.58% | 99.58% |