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 | 8.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,320 CHF | 59,160 CHF | 96.52% | 96.52% |
12/07/2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,625 CHF | 59,313 CHF | 92.15% | 92.15% |
11/07/2024 | 9.87% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,583 CHF | 53,292 CHF | 98.44% | 98.44% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,000 CHF | 45,000 CHF | 98.44% | 98.44% |
09/07/2024 | 12.03% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,326 CHF | 44,163 CHF | 97.90% | 97.90% |
08/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,000 CHF | 50,000 CHF | 98.12% | 98.12% |
05/07/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,545 CHF | 49,772 CHF | 98.99% | 98.99% |
04/07/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,166 CHF | 50,083 CHF | 99.56% | 99.56% |
03/07/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,555 CHF | 45,778 CHF | 97.65% | 97.65% |
02/07/2024 | 11.46% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,487 CHF | 46,243 CHF | 99.58% | 99.58% |