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 | 0.30% | 3.31 CHF | 3.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,309,900 CHF | 3,319,900 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,341,620 CHF | 3,351,620 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.33 CHF | 3.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,392,500 CHF | 3,402,500 CHF | 71.56% | 71.56% |
10/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,445,630 CHF | 3,455,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 1,000,000 | 1,000,000 | 999,880 | 999,880 | 3,429,420 CHF | 3,439,420 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,414,290 CHF | 3,424,290 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,421,850 CHF | 3,431,850 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,441,520 CHF | 3,451,520 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,469,240 CHF | 3,479,240 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,468,490 CHF | 3,478,490 CHF | 100.00% | 100.00% |