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 | 0.41% | 2.45 CHF | 2.46 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,224,680 CHF | 1,229,680 CHF | 99.99% | 99.99% |
12/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,171,390 CHF | 1,176,390 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 500,000 | 500,000 | 499,543 | 499,543 | 1,222,280 CHF | 1,227,280 CHF | 99.99% | 99.99% |
10/07/2024 | 0.39% | 2.46 CHF | 2.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,263,630 CHF | 1,268,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,240,840 CHF | 1,245,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,214,590 CHF | 1,219,590 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,153,470 CHF | 1,158,470 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,182,470 CHF | 1,187,470 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,205,760 CHF | 1,210,760 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,167,940 CHF | 1,172,940 CHF | 100.00% | 100.00% |