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 | 0.22% | 4.54 CHF | 4.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,545,840 CHF | 4,555,840 CHF | 99.99% | 99.99% |
12/07/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,572,980 CHF | 4,582,980 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,611,670 CHF | 4,621,670 CHF | 71.60% | 71.60% |
10/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,660,740 CHF | 4,670,740 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 1,000,000 | 1,000,000 | 999,886 | 999,886 | 4,646,560 CHF | 4,656,560 CHF | 100.00% | 100.00% |
08/07/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,629,800 CHF | 4,639,800 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,641,520 CHF | 4,651,520 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,660,760 CHF | 4,670,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,686,440 CHF | 4,696,440 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,689,120 CHF | 4,699,120 CHF | 100.00% | 100.00% |