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 | 1.56% | 0.60 CHF | 0.61 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 637,822 CHF | 259,129 CHF | 99.27% | 99.27% |
12/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 620,414 CHF | 252,165 CHF | 99.27% | 99.27% |
11/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 641,683 CHF | 260,673 CHF | 99.27% | 99.27% |
10/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 583,399 CHF | 237,360 CHF | 99.27% | 99.27% |
09/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 573,624 CHF | 233,450 CHF | 99.27% | 99.27% |
08/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 549,732 CHF | 223,893 CHF | 99.24% | 99.24% |
05/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 529,347 CHF | 215,739 CHF | 99.27% | 99.27% |
04/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 564,616 CHF | 229,847 CHF | 99.27% | 99.27% |
03/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 539,032 CHF | 219,613 CHF | 99.27% | 99.27% |
02/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 579,824 CHF | 235,930 CHF | 99.27% | 99.27% |