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 | 10.51% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 90,349 CHF | 15,052 CHF | 99.27% | 99.27% |
12/07/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 115,520 | 116,453 CHF | 14,589 CHF | 99.27% | 99.27% |
11/07/2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 111,696 CHF | 18,254 CHF | 99.27% | 99.27% |
10/07/2024 | 9.04% | 0.12 CHF | 0.13 CHF | 1,000,000 | 100,000 | 1,000,000 | 149,126 | 106,003 CHF | 17,287 CHF | 99.27% | 99.27% |
09/07/2024 | 10.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 90,330 CHF | 15,050 CHF | 99.27% | 99.27% |
08/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 80,000 CHF | 13,500 CHF | 99.25% | 99.25% |
05/07/2024 | 10.83% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 87,624 CHF | 14,644 CHF | 99.27% | 99.27% |
04/07/2024 | 10.64% | 0.10 CHF | 0.11 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 89,342 CHF | 14,901 CHF | 99.27% | 99.27% |
03/07/2024 | 10.70% | 0.09 CHF | 0.10 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 88,565 CHF | 14,785 CHF | 99.27% | 99.27% |
02/07/2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 83,310 CHF | 13,997 CHF | 99.27% | 99.27% |