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 | 0.31% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,241,920 CHF | 3,251,920 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,274,160 CHF | 3,284,160 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,324,180 CHF | 3,334,180 CHF | 71.61% | 71.61% |
10/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,380,940 CHF | 3,390,940 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,363,980 CHF | 3,373,980 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,347,660 CHF | 3,357,660 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,357,020 CHF | 3,367,020 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,374,880 CHF | 3,384,880 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,403,050 CHF | 3,413,050 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,401,480 CHF | 3,411,480 CHF | 100.00% | 100.00% |