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 | 1.43% | 0.68 CHF | 0.69 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 696,014 CHF | 282,406 CHF | 99.27% | 99.27% |
12/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 657,394 CHF | 266,958 CHF | 99.27% | 99.27% |
11/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 681,744 CHF | 276,698 CHF | 99.27% | 99.27% |
10/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 638,350 CHF | 259,340 CHF | 99.27% | 99.27% |
09/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 667,302 CHF | 270,921 CHF | 99.27% | 99.27% |
08/07/2024 | 1.65% | 0.65 CHF | 0.66 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 603,088 CHF | 245,235 CHF | 99.24% | 99.24% |
05/07/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 540,991 CHF | 220,397 CHF | 99.27% | 99.27% |
04/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 1,000,000 | 400,000 | 999,991 | 400,000 | 538,304 CHF | 219,323 CHF | 99.27% | 99.27% |
03/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 1,000,000 | 400,000 | 1,000,000 | 399,992 | 524,419 CHF | 213,764 CHF | 99.27% | 99.27% |
02/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 1,000,000 | 400,000 | 999,992 | 399,992 | 561,830 CHF | 228,729 CHF | 99.27% | 99.27% |