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 | 2.99% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 329,876 CHF | 339,876 CHF | 99.10% | 99.10% |
12/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 326,176 CHF | 336,176 CHF | 95.40% | 95.40% |
11/07/2024 | 3.25% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 981,914 | 981,914 | 326,085 CHF | 336,011 CHF | 99.12% | 99.12% |
10/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 334,182 CHF | 344,182 CHF | 100.00% | 100.00% |
09/07/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 996,516 | 996,516 | 327,260 CHF | 337,260 CHF | 100.00% | 100.00% |
08/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 998,338 | 998,338 | 326,502 CHF | 336,502 CHF | 100.00% | 100.00% |
05/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 330,756 CHF | 340,756 CHF | 99.82% | 99.82% |
04/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 343,958 CHF | 353,958 CHF | 99.93% | 99.93% |
03/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 358,898 CHF | 368,898 CHF | 100.00% | 100.00% |
02/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 392,131 CHF | 402,131 CHF | 98.88% | 98.88% |