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 | 0.28% | 3.58 CHF | 3.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,584,190 CHF | 3,594,190 CHF | 99.99% | 99.99% |
12/07/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,614,880 CHF | 3,624,880 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,663,890 CHF | 3,673,890 CHF | 71.56% | 71.56% |
10/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,717,290 CHF | 3,727,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 1,000,000 | 1,000,000 | 999,880 | 999,880 | 3,700,360 CHF | 3,710,360 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,684,640 CHF | 3,694,640 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,694,700 CHF | 3,704,700 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,712,880 CHF | 3,722,880 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,741,400 CHF | 3,751,400 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,739,570 CHF | 3,749,570 CHF | 100.00% | 100.00% |