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 | 1.51% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 657,509 CHF | 667,509 CHF | 100.00% | 100.00% |
12/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 678,686 CHF | 688,686 CHF | 99.85% | 99.85% |
11/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 698,737 CHF | 708,737 CHF | 71.51% | 71.51% |
10/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 741,310 CHF | 751,310 CHF | 99.38% | 99.38% |
09/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 998,920 | 998,920 | 742,330 CHF | 752,330 CHF | 100.00% | 100.00% |
08/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 724,839 CHF | 734,839 CHF | 100.00% | 100.00% |
05/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 740,474 CHF | 750,474 CHF | 99.56% | 99.56% |
04/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 765,237 CHF | 775,237 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 793,741 CHF | 803,741 CHF | 99.77% | 99.77% |
02/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 836,775 CHF | 846,775 CHF | 99.97% | 99.97% |