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 | 2.53% | 0.39 CHF | 0.40 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 390,372 CHF | 40,037 CHF | 99.27% | 99.27% |
12/07/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 372,483 CHF | 38,248 CHF | 99.27% | 99.27% |
11/07/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 345,381 CHF | 35,538 CHF | 99.27% | 99.27% |
10/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 349,693 CHF | 35,969 CHF | 99.27% | 99.27% |
09/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 375,482 CHF | 38,548 CHF | 99.27% | 99.27% |
08/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 372,635 CHF | 38,264 CHF | 99.21% | 99.21% |
05/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 395,838 CHF | 40,584 CHF | 99.27% | 99.27% |
04/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 416,276 CHF | 42,628 CHF | 99.27% | 99.27% |
03/07/2024 | 2.70% | 0.41 CHF | 0.42 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 366,917 CHF | 37,692 CHF | 99.27% | 99.27% |
02/07/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 1,000,000 | 100,000 | 1,000,000 | 101,693 | 333,330 CHF | 34,891 CHF | 99.27% | 99.27% |