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 | 2.41% | 0.39 CHF | 0.40 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 411,320 CHF | 168,528 CHF | 97.30% | 97.30% |
12/07/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 441,356 CHF | 180,542 CHF | 99.44% | 99.44% |
11/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 384,978 CHF | 157,991 CHF | 98.97% | 98.97% |
10/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 356,384 CHF | 146,554 CHF | 99.29% | 99.29% |
09/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 357,674 CHF | 147,070 CHF | 98.98% | 98.98% |
08/07/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 368,166 CHF | 151,266 CHF | 99.46% | 99.46% |
05/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 355,812 CHF | 146,325 CHF | 99.42% | 99.42% |
04/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 350,000 CHF | 144,000 CHF | 99.53% | 99.53% |
03/07/2024 | 2.69% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 366,487 CHF | 150,595 CHF | 97.76% | 97.76% |
02/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 344,942 CHF | 141,977 CHF | 99.06% | 99.06% |