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 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 90,000 CHF | 40,000 CHF | 99.60% | 99.60% |
12/07/2024 | 8.79% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,911 CHF | 47,565 CHF | 99.47% | 99.47% |
11/07/2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 91,413 CHF | 40,565 CHF | 99.08% | 99.08% |
10/07/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 477,925 | 81,580 CHF | 43,645 CHF | 99.59% | 99.59% |
09/07/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,840 CHF | 44,420 CHF | 99.58% | 99.58% |
08/07/2024 | 11.54% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,753 | 81,848 CHF | 36,807 CHF | 99.58% | 99.58% |
05/07/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 496,433 | 79,370 CHF | 44,364 CHF | 99.56% | 99.56% |
04/07/2024 | 12.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,979 | 76,902 CHF | 43,449 CHF | 99.56% | 99.56% |
03/07/2024 | 9.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 405,382 | 101,084 CHF | 44,918 CHF | 99.53% | 99.53% |
02/07/2024 | 9.33% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,392 CHF | 44,957 CHF | 99.31% | 99.31% |