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 | 2.17% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 456,179 CHF | 466,179 CHF | 99.10% | 99.10% |
12/07/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 464,072 CHF | 474,072 CHF | 95.40% | 95.40% |
11/07/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 981,906 | 981,906 | 467,732 CHF | 477,658 CHF | 99.12% | 99.12% |
10/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 479,231 CHF | 489,231 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 1,000,000 | 1,000,000 | 996,546 | 996,546 | 470,620 CHF | 480,620 CHF | 100.00% | 100.00% |
08/07/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 998,352 | 998,352 | 437,077 CHF | 447,077 CHF | 100.00% | 100.00% |
05/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 447,158 CHF | 457,158 CHF | 99.81% | 99.81% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 468,907 CHF | 478,907 CHF | 99.93% | 99.93% |
03/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 489,558 CHF | 499,558 CHF | 100.00% | 100.00% |
02/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 538,440 CHF | 548,440 CHF | 98.88% | 98.88% |