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 | 13.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,203 CHF | 40,102 CHF | 99.57% | 99.57% |
12/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.53% | 99.53% |
11/07/2024 | 12.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,386 CHF | 41,693 CHF | 99.50% | 99.50% |
10/07/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,096 CHF | 46,048 CHF | 99.59% | 99.59% |
09/07/2024 | 10.98% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,487 CHF | 48,243 CHF | 99.52% | 99.52% |
08/07/2024 | 14.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,836 CHF | 36,418 CHF | 99.51% | 99.51% |
05/07/2024 | 14.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,941 CHF | 37,471 CHF | 99.57% | 99.57% |
04/07/2024 | 15.05% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,608 CHF | 35,804 CHF | 99.58% | 99.58% |
03/07/2024 | 13.22% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,715 CHF | 40,357 CHF | 99.58% | 99.58% |
02/07/2024 | 10.37% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,519 CHF | 50,760 CHF | 99.60% | 99.60% |