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% | 2.96 CHF | 2.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,479,470 CHF | 1,484,470 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,538,980 CHF | 1,543,980 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 500,000 | 500,000 | 499,737 | 499,737 | 1,491,040 CHF | 1,496,040 CHF | 99.99% | 99.99% |
10/07/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,456,850 CHF | 1,461,850 CHF | 99.99% | 99.99% |
09/07/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,480,230 CHF | 1,485,230 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500,640 CHF | 1,505,640 CHF | 99.99% | 99.99% |
05/07/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,572,260 CHF | 1,577,260 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,550,340 CHF | 1,555,340 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,534,490 CHF | 1,539,490 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,577,830 CHF | 1,582,830 CHF | 100.00% | 100.00% |