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 | 1.04% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 957,714 CHF | 967,714 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 978,588 CHF | 988,588 CHF | 99.85% | 99.85% |
11/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,480 CHF | 1,010,480 CHF | 71.51% | 71.51% |
10/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,041,670 CHF | 1,051,670 CHF | 99.38% | 99.38% |
09/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 998,817 | 998,817 | 1,043,190 CHF | 1,053,190 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,025,920 CHF | 1,035,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,042,260 CHF | 1,052,260 CHF | 99.55% | 99.55% |
04/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,068,770 CHF | 1,078,770 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,097,080 CHF | 1,107,080 CHF | 99.77% | 99.77% |
02/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,141,470 CHF | 1,151,470 CHF | 99.97% | 99.97% |