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 | 2.09% | 0.45 CHF | 0.46 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 712,022 CHF | 96,936 CHF | 99.27% | 99.27% |
12/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 761,360 CHF | 103,515 CHF | 99.27% | 99.27% |
11/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 793,740 CHF | 107,832 CHF | 99.27% | 99.27% |
10/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 758,662 CHF | 103,155 CHF | 99.27% | 99.27% |
09/07/2024 | 1.86% | 0.48 CHF | 0.49 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 801,356 CHF | 108,847 CHF | 99.27% | 99.27% |
08/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 840,972 CHF | 114,130 CHF | 99.25% | 99.25% |
05/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 727,487 CHF | 98,998 CHF | 99.27% | 99.27% |
04/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 670,992 CHF | 91,466 CHF | 99.27% | 99.27% |
03/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 652,313 CHF | 88,975 CHF | 99.27% | 99.27% |
02/07/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 634,050 CHF | 86,540 CHF | 99.27% | 99.27% |