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 | 0.63% | 1.55 CHF | 1.56 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,572,920 CHF | 791,462 CHF | 99.27% | 99.27% |
12/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,551,650 CHF | 780,826 CHF | 99.27% | 99.27% |
11/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,514,730 CHF | 762,364 CHF | 99.26% | 99.26% |
10/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,435,740 CHF | 722,869 CHF | 99.27% | 99.27% |
09/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,392,310 CHF | 701,156 CHF | 99.27% | 99.27% |
08/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,446,150 CHF | 728,073 CHF | 99.24% | 99.24% |
05/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,437,530 CHF | 723,766 CHF | 99.27% | 99.27% |
04/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,465,230 CHF | 737,613 CHF | 99.27% | 99.27% |
03/07/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,413,440 CHF | 711,722 CHF | 99.27% | 99.27% |
02/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,327,050 CHF | 668,524 CHF | 99.27% | 99.27% |