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 | 0.90% | 1.12 CHF | 1.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,330,180 CHF | 3,360,180 CHF | 99.10% | 99.10% |
12/07/2024 | 0.88% | 1.08 CHF | 1.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,375,440 CHF | 3,405,440 CHF | 95.40% | 95.40% |
11/07/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 3,000,000 | 3,000,000 | 2,946,210 | 2,946,210 | 3,413,650 CHF | 3,443,430 CHF | 99.67% | 99.67% |
10/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,567,460 CHF | 3,597,460 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,553,900 CHF | 3,583,900 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,413,390 CHF | 3,443,390 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,393,380 CHF | 3,423,380 CHF | 99.82% | 99.82% |
04/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,496,040 CHF | 3,526,040 CHF | 99.94% | 99.94% |
03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,586,470 CHF | 3,616,470 CHF | 99.98% | 99.98% |
02/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 3,741,330 CHF | 3,771,330 CHF | 100.00% | 100.00% |