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 | 0.61% | 1.64 CHF | 1.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,647,100 CHF | 1,657,100 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,685,770 CHF | 1,695,770 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,749,620 CHF | 1,759,620 CHF | 71.58% | 71.58% |
10/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,812,290 CHF | 1,822,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,792,480 CHF | 1,802,480 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,779,050 CHF | 1,789,050 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,781,180 CHF | 1,791,180 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,799,740 CHF | 1,809,740 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,829,780 CHF | 1,839,780 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,825,570 CHF | 1,835,570 CHF | 100.00% | 100.00% |