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 | 11.86% | 0.09 CHF | 0.10 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 79,406 CHF | 89,271 CHF | 100.00% | 100.00% |
12/07/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 79,253 CHF | 89,119 CHF | 100.00% | 100.00% |
11/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 81,976 CHF | 91,838 CHF | 100.00% | 100.00% |
10/07/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 98,505 CHF | 108,342 CHF | 100.00% | 100.00% |
09/07/2024 | 10.02% | 0.10 CHF | 0.11 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 95,085 CHF | 104,928 CHF | 100.00% | 100.00% |
08/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 99,987 CHF | 109,822 CHF | 100.00% | 100.00% |
05/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 100,000 CHF | 109,835 CHF | 100.00% | 100.00% |
04/07/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 100,000 CHF | 109,835 CHF | 100.00% | 100.00% |
03/07/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 102,497 CHF | 112,329 CHF | 100.00% | 100.00% |
02/07/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1,000,000 | 998,500 | 1,000,000 | 998,500 | 108,530 CHF | 118,352 CHF | 100.00% | 100.00% |