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 | 2.59% | 0.37 CHF | 0.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 380,610 CHF | 390,610 CHF | 100.00% | 100.00% |
12/07/2024 | 2.47% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 400,095 CHF | 410,095 CHF | 99.85% | 99.85% |
11/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 421,647 CHF | 431,647 CHF | 71.51% | 71.51% |
10/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 461,806 CHF | 471,806 CHF | 99.38% | 99.38% |
09/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 998,804 | 998,804 | 463,847 CHF | 473,847 CHF | 100.00% | 100.00% |
08/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 447,624 CHF | 457,624 CHF | 100.00% | 100.00% |
05/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 460,835 CHF | 470,835 CHF | 99.56% | 99.56% |
04/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 486,384 CHF | 496,384 CHF | 100.00% | 100.00% |
03/07/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 512,901 CHF | 522,901 CHF | 99.77% | 99.77% |
02/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 556,583 CHF | 566,583 CHF | 99.97% | 99.97% |