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% | 1.80 CHF | 1.81 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,694,710 CHF | 180,648 CHF | 99.27% | 99.27% |
12/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,616,830 CHF | 175,456 CHF | 99.27% | 99.27% |
11/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,548,080 CHF | 170,872 CHF | 99.27% | 99.27% |
10/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,486,590 CHF | 166,773 CHF | 99.27% | 99.27% |
09/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,479,800 CHF | 166,320 CHF | 99.27% | 99.27% |
08/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,543,350 CHF | 170,557 CHF | 99.21% | 99.21% |
05/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,529,850 CHF | 169,657 CHF | 99.26% | 99.26% |
04/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,458,860 CHF | 164,924 CHF | 99.27% | 99.27% |
03/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,361,510 CHF | 158,434 CHF | 99.27% | 99.27% |
02/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 2,149,050 CHF | 144,270 CHF | 99.27% | 99.27% |