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 | 4.29% | 0.26 CHF | 0.27 CHF | 1,000,000 | 1,000,000 | 912,223 | 912,223 | 229,237 CHF | 238,865 CHF | 95.52% | 95.52% |
12/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 254,412 CHF | 264,412 CHF | 98.29% | 98.29% |
11/07/2024 | 4.51% | 0.26 CHF | 0.27 CHF | 1,000,000 | 1,000,000 | 899,260 | 899,260 | 233,808 CHF | 243,808 CHF | 97.64% | 97.64% |
10/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 278,592 CHF | 288,592 CHF | 99.88% | 99.88% |
09/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 274,109 CHF | 284,109 CHF | 99.55% | 99.55% |
08/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 279,621 CHF | 289,621 CHF | 99.33% | 99.33% |
05/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 277,400 CHF | 287,400 CHF | 99.51% | 99.51% |
04/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 279,288 CHF | 289,288 CHF | 99.66% | 99.66% |
03/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 280,000 CHF | 290,000 CHF | 99.21% | 99.21% |
02/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 289,307 CHF | 299,307 CHF | 99.86% | 99.86% |