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 | 2.68% | 0.35 CHF | 0.36 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 552,545 CHF | 94,591 CHF | 99.27% | 99.27% |
12/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 587,240 CHF | 100,373 CHF | 99.27% | 99.27% |
11/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 614,941 CHF | 104,990 CHF | 99.27% | 99.27% |
10/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 588,184 CHF | 100,531 CHF | 99.27% | 99.27% |
09/07/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 621,706 CHF | 106,118 CHF | 99.27% | 99.27% |
08/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1,500,000 | 250,000 | 1,500,000 | 232,103 | 652,456 CHF | 103,059 CHF | 99.25% | 99.25% |
05/07/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 565,265 CHF | 96,711 CHF | 99.27% | 99.27% |
04/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 524,078 CHF | 89,846 CHF | 99.27% | 99.27% |
03/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 509,258 CHF | 87,376 CHF | 99.27% | 99.27% |
02/07/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 497,245 CHF | 85,374 CHF | 99.27% | 99.27% |