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 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,151 CHF | 54,576 CHF | 99.43% | 99.43% |
12/07/2024 | 9.25% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,278 CHF | 56,639 CHF | 99.48% | 99.48% |
11/07/2024 | 11.35% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,373 CHF | 46,686 CHF | 99.36% | 99.36% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,013 CHF | 45,006 CHF | 99.43% | 99.43% |
09/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,858 CHF | 44,929 CHF | 86.50% | 86.50% |
08/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,094 CHF | 45,047 CHF | 99.42% | 99.42% |
05/07/2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,524 CHF | 45,262 CHF | 99.39% | 99.39% |
04/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,002 CHF | 45,001 CHF | 99.55% | 99.55% |
03/07/2024 | 12.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,664 CHF | 41,832 CHF | 99.50% | 99.50% |
02/07/2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,328 CHF | 40,664 CHF | 99.56% | 99.56% |