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 | 14.02% | 0.07 CHF | 0.08 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 59,715 CHF | 68,715 CHF | 99.39% | 99.50% |
12/07/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 66,240 CHF | 76,224 CHF | 99.50% | 99.50% |
11/07/2024 | 14.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 62,684 CHF | 72,668 CHF | 99.55% | 99.55% |
10/07/2024 | 15.96% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 57,782 CHF | 67,767 CHF | 99.56% | 99.56% |
09/07/2024 | 15.24% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 60,624 CHF | 70,608 CHF | 99.59% | 99.59% |
08/07/2024 | 14.82% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 62,492 CHF | 72,476 CHF | 99.49% | 99.49% |
05/07/2024 | 14.14% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 65,770 CHF | 75,753 CHF | 99.49% | 99.49% |
04/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 64,893 CHF | 74,877 CHF | 99.59% | 99.59% |
03/07/2024 | 14.87% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 62,252 CHF | 72,236 CHF | 99.51% | 99.51% |
02/07/2024 | 16.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 999,780 | 1,000,000 | 999,780 | 56,269 CHF | 66,254 CHF | 99.52% | 99.52% |