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 | 2.58% | 0.36 CHF | 0.37 CHF | 1,000,000 | 500,000 | 999,772 | 500,000 | 383,999 CHF | 197,044 CHF | 99.27% | 99.27% |
12/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 1,000,000 | 500,000 | 999,893 | 500,000 | 368,854 CHF | 189,447 CHF | 99.27% | 99.27% |
11/07/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,651 | 391,378 CHF | 200,558 CHF | 99.27% | 99.27% |
10/07/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 346,953 CHF | 178,476 CHF | 99.27% | 99.27% |
09/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 339,921 CHF | 174,961 CHF | 99.27% | 99.27% |
08/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1,000,000 | 500,000 | 999,552 | 500,000 | 322,818 CHF | 166,480 CHF | 99.25% | 99.25% |
05/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,535 | 308,510 CHF | 159,110 CHF | 99.27% | 99.27% |
04/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 334,614 CHF | 172,307 CHF | 99.27% | 99.27% |
03/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 316,935 CHF | 163,467 CHF | 99.27% | 99.27% |
02/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 346,910 CHF | 178,455 CHF | 99.27% | 99.27% |