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 | 0.56% | 1.77 CHF | 1.78 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,768,680 CHF | 266,802 CHF | 99.27% | 99.27% |
12/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,715,330 CHF | 258,799 CHF | 99.27% | 99.27% |
11/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,673,680 CHF | 252,552 CHF | 99.27% | 99.27% |
10/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,630,560 CHF | 246,084 CHF | 99.27% | 99.27% |
09/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,630,710 CHF | 246,106 CHF | 99.27% | 99.27% |
08/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,665,210 CHF | 251,281 CHF | 99.21% | 99.21% |
05/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,674,360 CHF | 252,654 CHF | 99.27% | 99.27% |
04/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,632,480 CHF | 246,372 CHF | 99.27% | 99.27% |
03/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,568,890 CHF | 236,834 CHF | 99.27% | 99.27% |
02/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 1,432,490 CHF | 216,373 CHF | 99.27% | 99.27% |