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 | 0.88% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,133,620 CHF | 1,143,620 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,153,180 CHF | 1,163,180 CHF | 99.84% | 99.84% |
11/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,175,070 CHF | 1,185,070 CHF | 71.50% | 71.50% |
10/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,218,760 CHF | 1,228,760 CHF | 99.38% | 99.38% |
09/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 998,817 | 998,817 | 1,217,940 CHF | 1,227,940 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,202,790 CHF | 1,212,790 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,217,500 CHF | 1,227,500 CHF | 99.56% | 99.56% |
04/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,244,210 CHF | 1,254,210 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,273,120 CHF | 1,283,120 CHF | 99.77% | 99.77% |
02/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,317,700 CHF | 1,327,700 CHF | 99.97% | 99.97% |