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 | 2.40% | 0.39 CHF | 0.40 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 618,231 CHF | 63,323 CHF | 99.27% | 99.27% |
12/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 678,068 CHF | 69,307 CHF | 99.27% | 99.27% |
11/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 721,020 CHF | 73,602 CHF | 99.27% | 99.27% |
10/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 678,366 CHF | 69,337 CHF | 99.27% | 99.27% |
09/07/2024 | 2.03% | 0.43 CHF | 0.44 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 731,566 CHF | 74,657 CHF | 99.27% | 99.27% |
08/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 785,676 CHF | 80,068 CHF | 99.24% | 99.24% |
05/07/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 1,500,000 | 150,000 | 1,500,000 | 151,897 | 646,338 CHF | 66,843 CHF | 99.27% | 99.27% |
04/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 1,500,000 | 200,000 | 1,500,000 | 154,604 | 576,178 CHF | 60,866 CHF | 99.27% | 99.27% |
03/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 1,500,000 | 150,000 | 1,500,000 | 167,254 | 558,809 CHF | 63,790 CHF | 99.27% | 99.27% |
02/07/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 1,500,000 | 150,000 | 1,500,000 | 195,931 | 541,287 CHF | 72,578 CHF | 99.27% | 99.27% |