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 | 0.52% | 1.91 CHF | 1.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,924,750 CHF | 1,934,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,946,380 CHF | 1,956,380 CHF | 99.85% | 99.85% |
11/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,967,400 CHF | 1,977,400 CHF | 71.50% | 71.50% |
10/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,011,580 CHF | 2,021,580 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 1,000,000 | 1,000,000 | 998,916 | 998,916 | 2,011,710 CHF | 2,021,710 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,993,230 CHF | 2,003,230 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,009,960 CHF | 2,019,960 CHF | 99.56% | 99.56% |
04/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,039,150 CHF | 2,049,150 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,069,090 CHF | 2,079,090 CHF | 99.77% | 99.77% |
02/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,115,190 CHF | 2,125,190 CHF | 99.96% | 99.96% |