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 | 1.23% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 809,688 CHF | 819,688 CHF | 100.00% | 100.00% |
12/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 829,949 CHF | 839,949 CHF | 99.85% | 99.85% |
11/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 851,614 CHF | 861,614 CHF | 71.51% | 71.51% |
10/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 892,287 CHF | 902,287 CHF | 99.38% | 99.38% |
09/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 998,814 | 998,814 | 894,367 CHF | 904,367 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 877,635 CHF | 887,635 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 893,156 CHF | 903,156 CHF | 99.56% | 99.56% |
04/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 919,309 CHF | 929,309 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 947,239 CHF | 957,239 CHF | 99.77% | 99.77% |
02/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 991,433 CHF | 1,001,430 CHF | 99.95% | 99.95% |