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 | 0.57% | 1.76 CHF | 1.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,759,610 CHF | 1,769,610 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,797,450 CHF | 1,807,450 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,860,590 CHF | 1,870,590 CHF | 71.59% | 71.59% |
10/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,922,360 CHF | 1,932,360 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,902,880 CHF | 1,912,880 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,888,730 CHF | 1,898,730 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,891,810 CHF | 1,901,810 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,910,590 CHF | 1,920,590 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,939,740 CHF | 1,949,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,936,070 CHF | 1,946,070 CHF | 100.00% | 100.00% |