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 | 0.50% | 1.97 CHF | 1.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,978,260 CHF | 1,988,260 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,013,990 CHF | 2,023,990 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,075,680 CHF | 2,085,680 CHF | 71.60% | 71.60% |
10/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,139,210 CHF | 2,149,210 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,117,620 CHF | 2,127,620 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,103,470 CHF | 2,113,470 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,107,970 CHF | 2,117,970 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,125,440 CHF | 2,135,440 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,153,710 CHF | 2,163,710 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,150,300 CHF | 2,160,300 CHF | 100.00% | 100.00% |