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 | 1.99% | 0.48 CHF | 0.49 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 498,450 CHF | 203,380 CHF | 97.28% | 97.28% |
12/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 530,760 CHF | 216,304 CHF | 99.29% | 99.29% |
11/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 900,000 | 300,000 | 909,266 | 309,266 | 425,942 CHF | 147,906 CHF | 99.10% | 99.10% |
10/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 437,590 CHF | 179,036 CHF | 99.31% | 99.31% |
09/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 997,089 | 397,089 | 437,560 CHF | 178,202 CHF | 99.00% | 99.00% |
08/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 1,000,000 | 400,000 | 915,336 | 315,336 | 414,419 CHF | 145,823 CHF | 99.43% | 99.43% |
05/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 985,485 | 385,485 | 431,098 CHF | 172,459 CHF | 99.37% | 99.37% |
04/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 430,562 CHF | 176,225 CHF | 99.52% | 99.52% |
03/07/2024 | 2.19% | 0.42 CHF | 0.43 CHF | 1,000,000 | 400,000 | 910,155 | 310,155 | 410,411 CHF | 142,846 CHF | 97.79% | 97.79% |
02/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 1,000,000 | 400,000 | 997,418 | 397,418 | 425,392 CHF | 173,431 CHF | 99.04% | 99.04% |