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 | 2.70% | 0.36 CHF | 0.37 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 366,288 CHF | 56,443 CHF | 99.27% | 99.27% |
12/07/2024 | 2.84% | 0.38 CHF | 0.39 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 347,606 CHF | 53,641 CHF | 99.27% | 99.27% |
11/07/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 328,101 CHF | 50,715 CHF | 99.27% | 99.27% |
10/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 330,519 CHF | 51,078 CHF | 99.27% | 99.27% |
09/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 350,263 CHF | 54,040 CHF | 99.27% | 99.27% |
08/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 352,111 CHF | 54,317 CHF | 99.20% | 99.20% |
05/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 369,012 CHF | 56,852 CHF | 99.26% | 99.26% |
04/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 385,227 CHF | 59,284 CHF | 99.27% | 99.27% |
03/07/2024 | 2.87% | 0.38 CHF | 0.39 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 344,408 CHF | 53,161 CHF | 99.27% | 99.27% |
02/07/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 311,394 CHF | 48,209 CHF | 99.27% | 99.27% |