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 | 2.15% | 0.22 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 690,163 CHF | 705,163 CHF | 100.00% | 100.00% |
12/07/2024 | 2.10% | 0.25 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 707,260 CHF | 722,260 CHF | 100.00% | 100.00% |
11/07/2024 | 2.26% | 0.23 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 656,289 CHF | 671,289 CHF | 100.00% | 100.00% |
10/07/2024 | 2.41% | 0.21 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 615,908 CHF | 630,908 CHF | 100.00% | 100.00% |
09/07/2024 | 2.38% | 0.20 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 2,996,680 | 2,996,680 | 624,841 CHF | 639,841 CHF | 100.00% | 100.00% |
08/07/2024 | 2.18% | 0.23 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 721,214 CHF | 737,162 CHF | 100.00% | 100.00% |
05/07/2024 | 2.56% | 0.24 CHF | 0.24 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 739,589 CHF | 758,875 CHF | 99.64% | 99.64% |
04/07/2024 | 2.06% | 0.25 CHF | 0.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 720,365 CHF | 735,365 CHF | 99.27% | 99.27% |
03/07/2024 | 2.17% | 0.23 CHF | 0.24 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 683,177 CHF | 698,177 CHF | 100.00% | 100.00% |
02/07/2024 | 2.47% | 0.21 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 600,237 CHF | 615,237 CHF | 100.00% | 100.00% |