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 | 11.67% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,773 CHF | 45,386 CHF | 96.53% | 96.53% |
12/07/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,291 CHF | 48,145 CHF | 92.06% | 92.06% |
11/07/2024 | 12.15% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,559 CHF | 43,780 CHF | 98.45% | 98.45% |
10/07/2024 | 14.68% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,419 CHF | 36,709 CHF | 98.45% | 98.45% |
09/07/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,458 CHF | 35,729 CHF | 97.91% | 97.91% |
08/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 98.04% | 98.04% |
05/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.04% | 99.04% |
04/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,171 CHF | 40,085 CHF | 99.57% | 99.57% |
03/07/2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,159 CHF | 36,079 CHF | 97.73% | 97.73% |
02/07/2024 | 13.67% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,350 CHF | 39,175 CHF | 99.57% | 99.57% |