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 | 2.39% | 0.22 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 621,254 CHF | 636,254 CHF | 100.00% | 100.00% |
12/07/2024 | 2.42% | 0.19 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 612,030 CHF | 627,030 CHF | 100.00% | 100.00% |
11/07/2024 | 2.24% | 0.22 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 661,800 CHF | 676,800 CHF | 100.00% | 100.00% |
10/07/2024 | 2.10% | 0.23 CHF | 0.24 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 706,925 CHF | 721,925 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 0.25 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 2,996,690 | 2,996,690 | 705,085 CHF | 720,085 CHF | 100.00% | 100.00% |
08/07/2024 | 2.42% | 0.22 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 612,813 CHF | 627,813 CHF | 100.00% | 100.00% |
05/07/2024 | 2.47% | 0.21 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 600,731 CHF | 615,731 CHF | 99.64% | 99.64% |
04/07/2024 | 2.40% | 0.20 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 616,757 CHF | 631,757 CHF | 99.27% | 99.27% |
03/07/2024 | 2.27% | 0.22 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 653,882 CHF | 668,882 CHF | 100.00% | 100.00% |
02/07/2024 | 2.16% | 0.24 CHF | 0.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 745,838 CHF | 762,157 CHF | 100.00% | 100.00% |