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 | 3.17% | 0.32 CHF | 0.33 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 311,051 CHF | 64,210 CHF | 99.27% | 99.27% |
12/07/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 292,913 CHF | 60,583 CHF | 99.27% | 99.27% |
11/07/2024 | 3.15% | 0.29 CHF | 0.30 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 312,399 CHF | 64,480 CHF | 99.27% | 99.27% |
10/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 355,551 CHF | 73,110 CHF | 99.27% | 99.27% |
09/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 338,183 CHF | 69,637 CHF | 99.27% | 99.27% |
08/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 325,861 CHF | 67,172 CHF | 99.22% | 99.22% |
05/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 340,257 CHF | 70,052 CHF | 99.27% | 99.27% |
04/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 1,000,000 | 200,000 | 1,000,000 | 184,355 | 368,337 CHF | 69,566 CHF | 99.27% | 99.27% |
03/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 365,581 CHF | 75,116 CHF | 99.27% | 99.27% |
02/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1,000,000 | 200,000 | 1,000,000 | 197,237 | 371,892 CHF | 75,301 CHF | 99.27% | 99.27% |