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 | 0.34% | 2.94 CHF | 2.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,945,090 CHF | 2,955,090 CHF | 99.99% | 99.99% |
12/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,978,910 CHF | 2,988,910 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,031,650 CHF | 3,041,650 CHF | 71.59% | 71.59% |
10/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,090,130 CHF | 3,100,130 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,071,240 CHF | 3,081,240 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,055,730 CHF | 3,065,730 CHF | 99.99% | 99.99% |
05/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,063,460 CHF | 3,073,460 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,082,230 CHF | 3,092,230 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,110,610 CHF | 3,120,610 CHF | 99.99% | 99.99% |
02/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,108,650 CHF | 3,118,650 CHF | 100.00% | 100.00% |