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 | 0.45% | 2.22 CHF | 2.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,220,360 CHF | 2,230,360 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,256,390 CHF | 2,266,390 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,315,960 CHF | 2,325,960 CHF | 71.59% | 71.59% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,375,860 CHF | 2,385,860 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1,000,000 | 1,000,000 | 999,883 | 999,883 | 2,356,570 CHF | 2,366,570 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,342,760 CHF | 2,352,760 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,347,730 CHF | 2,357,730 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,365,010 CHF | 2,375,010 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,393,400 CHF | 2,403,400 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,389,750 CHF | 2,399,750 CHF | 100.00% | 100.00% |