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 | 1.34% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 743,142 CHF | 753,142 CHF | 100.00% | 100.00% |
12/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 762,835 CHF | 772,835 CHF | 99.85% | 99.85% |
11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 783,169 CHF | 793,169 CHF | 71.51% | 71.51% |
10/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 826,286 CHF | 836,286 CHF | 99.38% | 99.38% |
09/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 998,826 | 998,826 | 826,881 CHF | 836,881 CHF | 100.00% | 100.00% |
08/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 811,727 CHF | 821,727 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 825,513 CHF | 835,513 CHF | 99.56% | 99.56% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 850,232 CHF | 860,232 CHF | 100.00% | 100.00% |
03/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 879,524 CHF | 889,524 CHF | 99.77% | 99.77% |
02/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 923,472 CHF | 933,472 CHF | 99.95% | 99.95% |