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 | 2.22% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 444,650 CHF | 454,650 CHF | 99.10% | 99.10% |
12/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 449,129 CHF | 459,129 CHF | 95.40% | 95.40% |
11/07/2024 | 2.36% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 981,837 | 981,837 | 450,502 CHF | 460,427 CHF | 99.13% | 99.13% |
10/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 463,294 CHF | 473,294 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 996,524 | 996,524 | 445,023 CHF | 455,023 CHF | 100.00% | 100.00% |
08/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 1,000,000 | 1,000,000 | 998,350 | 998,350 | 425,099 CHF | 435,099 CHF | 99.99% | 99.99% |
05/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 436,393 CHF | 446,393 CHF | 99.81% | 99.81% |
04/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 454,931 CHF | 464,931 CHF | 99.94% | 99.94% |
03/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 474,206 CHF | 484,206 CHF | 100.00% | 100.00% |
02/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 518,614 CHF | 528,614 CHF | 98.89% | 98.89% |