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 | 0.43% | 2.28 CHF | 2.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,295,040 CHF | 2,305,040 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,316,040 CHF | 2,326,040 CHF | 99.84% | 99.84% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,337,400 CHF | 2,347,400 CHF | 71.50% | 71.50% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,382,400 CHF | 2,392,400 CHF | 99.38% | 99.38% |
09/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 1,000,000 | 1,000,000 | 998,800 | 998,800 | 2,382,410 CHF | 2,392,410 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,363,730 CHF | 2,373,730 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,381,830 CHF | 2,391,830 CHF | 99.55% | 99.55% |
04/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,410,340 CHF | 2,420,340 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,442,070 CHF | 2,452,070 CHF | 99.77% | 99.77% |
02/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,487,530 CHF | 2,497,530 CHF | 99.96% | 99.96% |