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 | 12.38% | 0.07 CHF | 0.08 CHF | 1,000,000 | 100,000 | 1,000,000 | 101,113 | 76,130 CHF | 8,702 CHF | 95.92% | 95.92% |
12/07/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 68,728 CHF | 11,809 CHF | 99.38% | 99.38% |
11/07/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 59,555 CHF | 10,433 CHF | 99.38% | 99.38% |
10/07/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 61,060 CHF | 10,659 CHF | 99.37% | 99.37% |
09/07/2024 | 13.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 150,000 | 1,000,000 | 142,884 | 69,064 CHF | 11,290 CHF | 99.38% | 99.38% |
08/07/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 1,000,000 | 100,000 | 1,000,000 | 102,159 | 81,479 CHF | 9,321 CHF | 99.38% | 99.38% |
05/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 100,000 | 1,000,000 | 122,885 | 75,428 CHF | 10,374 CHF | 99.38% | 99.38% |
04/07/2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 149,996 | 70,166 CHF | 12,025 CHF | 98.59% | 98.59% |
03/07/2024 | 13.52% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 137,235 | 69,741 CHF | 10,812 CHF | 99.37% | 99.37% |
02/07/2024 | 11.87% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 117,215 | 79,606 CHF | 10,418 CHF | 99.38% | 99.38% |