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 | 0.82% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,217,870 CHF | 1,227,870 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,238,870 CHF | 1,248,870 CHF | 99.85% | 99.85% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,260,320 CHF | 1,270,320 CHF | 71.50% | 71.50% |
10/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,302,610 CHF | 1,312,610 CHF | 99.38% | 99.38% |
09/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 998,817 | 998,817 | 1,303,690 CHF | 1,313,690 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,286,800 CHF | 1,296,800 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,302,670 CHF | 1,312,670 CHF | 99.55% | 99.55% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,330,050 CHF | 1,340,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,358,920 CHF | 1,368,920 CHF | 99.77% | 99.77% |
02/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,404,590 CHF | 1,414,590 CHF | 99.97% | 99.97% |