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 | 2.49% | 0.38 CHF | 0.39 CHF | 1,000,000 | 150,000 | 1,000,000 | 129,387 | 397,253 CHF | 52,431 CHF | 99.27% | 99.27% |
12/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 1,000,000 | 100,000 | 1,000,000 | 114,862 | 413,638 CHF | 48,441 CHF | 99.27% | 99.27% |
11/07/2024 | 2.58% | 0.42 CHF | 0.43 CHF | 1,000,000 | 100,000 | 1,000,000 | 146,963 | 383,190 CHF | 57,664 CHF | 99.27% | 99.27% |
10/07/2024 | 2.32% | 0.39 CHF | 0.40 CHF | 1,000,000 | 150,000 | 1,000,000 | 120,087 | 426,790 CHF | 52,238 CHF | 99.27% | 99.27% |
09/07/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 454,670 CHF | 46,467 CHF | 99.27% | 99.27% |
08/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 446,137 CHF | 45,614 CHF | 99.21% | 99.21% |
05/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 458,453 CHF | 46,845 CHF | 99.27% | 99.27% |
04/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 1,000,000 | 100,000 | 1,000,000 | 103,718 | 455,660 CHF | 48,239 CHF | 99.27% | 99.27% |
03/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 1,000,000 | 150,000 | 1,000,000 | 137,189 | 434,388 CHF | 60,700 CHF | 99.27% | 99.27% |
02/07/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 424,674 CHF | 65,201 CHF | 99.27% | 99.27% |