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% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,214,040 CHF | 1,224,040 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,233,980 CHF | 1,243,980 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 | 1,255,670 CHF | 1,265,670 CHF | 71.50% | 71.50% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,299,480 CHF | 1,309,480 CHF | 99.38% | 99.38% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 998,815 | 998,815 | 1,300,150 CHF | 1,310,150 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,283,020 CHF | 1,293,020 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,298,440 CHF | 1,308,440 CHF | 99.56% | 99.56% |
04/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,325,480 CHF | 1,335,480 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,354,650 CHF | 1,364,650 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 | 1,399,520 CHF | 1,409,520 CHF | 99.95% | 99.95% |