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 | 2.43% | 0.40 CHF | 0.41 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 609,655 CHF | 62,466 CHF | 99.27% | 99.27% |
12/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 651,742 CHF | 66,674 CHF | 99.27% | 99.27% |
11/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 669,005 CHF | 68,401 CHF | 99.27% | 99.27% |
10/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 642,366 CHF | 65,737 CHF | 99.27% | 99.27% |
09/07/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 666,125 CHF | 68,113 CHF | 99.27% | 99.27% |
08/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 603,700 CHF | 61,870 CHF | 99.24% | 99.24% |
05/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 583,049 CHF | 59,805 CHF | 99.27% | 99.27% |
04/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 664,073 CHF | 67,907 CHF | 99.27% | 99.27% |
03/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 656,210 CHF | 67,121 CHF | 99.27% | 99.27% |
02/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 640,364 CHF | 65,536 CHF | 99.27% | 99.27% |