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 | 0.23% | 4.30 CHF | 4.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,298,650 CHF | 4,308,650 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,325,280 CHF | 4,335,280 CHF | 99.99% | 99.99% |
11/07/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,368,190 CHF | 4,378,190 CHF | 71.57% | 71.57% |
10/07/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,417,860 CHF | 4,427,860 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 1,000,000 | 1,000,000 | 999,880 | 999,880 | 4,402,610 CHF | 4,412,610 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,385,790 CHF | 4,395,790 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,397,230 CHF | 4,407,230 CHF | 100.00% | 100.00% |
04/07/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,415,950 CHF | 4,425,950 CHF | 100.00% | 100.00% |
03/07/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,442,900 CHF | 4,452,900 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,445,010 CHF | 4,455,010 CHF | 100.00% | 100.00% |