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 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 109,990 CHF | 119,990 CHF | 100.00% | 100.00% |
12/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 111,661 CHF | 121,661 CHF | 100.00% | 100.00% |
11/07/2024 | 8.01% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 119,849 CHF | 129,849 CHF | 100.00% | 100.00% |
10/07/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 124,789 CHF | 134,789 CHF | 100.00% | 100.00% |
09/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 120,000 CHF | 130,000 CHF | 100.00% | 100.00% |
08/07/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 120,418 CHF | 130,418 CHF | 100.00% | 100.00% |
05/07/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 123,104 CHF | 133,104 CHF | 100.00% | 100.00% |
04/07/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 116,091 CHF | 125,091 CHF | 100.00% | 100.00% |
03/07/2024 | 7.18% | 0.13 CHF | 0.14 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 121,078 CHF | 130,078 CHF | 100.00% | 100.00% |
02/07/2024 | 6.69% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 130,095 CHF | 139,095 CHF | 100.00% | 100.00% |