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 | 0.97% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,030,800 CHF | 1,040,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,050,300 CHF | 1,060,300 CHF | 99.85% | 99.85% |
11/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,071,580 CHF | 1,081,580 CHF | 71.51% | 71.51% |
10/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,114,090 CHF | 1,124,090 CHF | 99.38% | 99.38% |
09/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 998,814 | 998,814 | 1,114,900 CHF | 1,124,900 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,099,860 CHF | 1,109,860 CHF | 99.99% | 99.99% |
05/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,114,000 CHF | 1,124,000 CHF | 99.56% | 99.56% |
04/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,140,300 CHF | 1,150,300 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,169,280 CHF | 1,179,280 CHF | 99.77% | 99.77% |
02/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,213,800 CHF | 1,223,800 CHF | 99.97% | 99.97% |