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 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.60% | 99.60% |
12/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,981 CHF | 39,990 CHF | 99.60% | 99.60% |
11/07/2024 | 14.94% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,221 CHF | 36,111 CHF | 92.76% | 92.76% |
10/07/2024 | 15.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,680 CHF | 35,340 CHF | 98.52% | 98.52% |
09/07/2024 | 13.70% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,207 CHF | 39,103 CHF | 99.03% | 99.03% |
08/07/2024 | 14.93% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,226 CHF | 36,113 CHF | 99.58% | 99.58% |
05/07/2024 | 11.59% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,464 CHF | 45,732 CHF | 89.79% | 89.79% |
04/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,959 CHF | 44,979 CHF | 99.20% | 99.20% |
03/07/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,049 CHF | 46,025 CHF | 97.73% | 97.73% |
02/07/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,049 CHF | 50,024 CHF | 95.41% | 95.41% |