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 | 0.33% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,064,380 CHF | 3,074,380 CHF | 99.99% | 99.99% |
12/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,098,420 CHF | 3,108,420 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,151,230 CHF | 3,161,230 CHF | 71.60% | 71.60% |
10/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,208,140 CHF | 3,218,140 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,190,010 CHF | 3,200,010 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,174,690 CHF | 3,184,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,182,820 CHF | 3,192,820 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,201,820 CHF | 3,211,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,230,670 CHF | 3,240,670 CHF | 99.98% | 99.98% |
02/07/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,228,820 CHF | 3,238,820 CHF | 100.00% | 100.00% |