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 | 2.03% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 487,501 CHF | 497,501 CHF | 100.00% | 100.00% |
12/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 507,743 CHF | 517,743 CHF | 99.85% | 99.85% |
11/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 527,911 CHF | 537,911 CHF | 71.50% | 71.50% |
10/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 570,661 CHF | 580,661 CHF | 99.38% | 99.38% |
09/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 998,804 | 998,804 | 570,841 CHF | 580,841 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 554,633 CHF | 564,633 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 568,975 CHF | 578,975 CHF | 99.56% | 99.56% |
04/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 592,483 CHF | 602,483 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 620,998 CHF | 630,998 CHF | 99.77% | 99.77% |
02/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 665,018 CHF | 675,018 CHF | 99.96% | 99.96% |