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 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 995,357 CHF | 1,000,360 CHF | 99.49% | 99.49% |
12/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000,070 CHF | 1,005,070 CHF | 90.65% | 90.65% |
11/07/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 963,222 CHF | 968,222 CHF | 99.30% | 99.30% |
10/07/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 948,544 CHF | 953,544 CHF | 99.52% | 99.52% |
09/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 935,209 CHF | 940,209 CHF | 93.98% | 93.98% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,051,520 CHF | 1,056,520 CHF | 99.58% | 99.58% |
05/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,070,910 CHF | 1,075,910 CHF | 98.51% | 98.51% |
04/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,066,010 CHF | 1,071,010 CHF | 98.68% | 98.68% |
03/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,042,620 CHF | 1,047,620 CHF | 99.48% | 99.48% |
02/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 995,746 CHF | 1,000,750 CHF | 99.53% | 99.53% |