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 | 0.29% | 3.45 CHF | 3.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,448,920 CHF | 3,458,920 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,479,550 CHF | 3,489,550 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,527,690 CHF | 3,537,690 CHF | 71.58% | 71.58% |
10/07/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,582,010 CHF | 3,592,010 CHF | 100.00% | 100.00% |
09/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 1,000,000 | 1,000,000 | 999,877 | 999,877 | 3,565,760 CHF | 3,575,760 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,551,690 CHF | 3,561,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,559,250 CHF | 3,569,250 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,578,260 CHF | 3,588,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,604,890 CHF | 3,614,890 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,606,820 CHF | 3,616,820 CHF | 100.00% | 100.00% |