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 | 3.78% | 0.23 CHF | 0.24 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 261,106 CHF | 27,111 CHF | 99.27% | 99.27% |
12/07/2024 | 3.62% | 0.33 CHF | 0.34 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 272,708 CHF | 28,271 CHF | 99.27% | 99.27% |
11/07/2024 | 3.77% | 0.28 CHF | 0.29 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 260,376 CHF | 27,038 CHF | 99.27% | 99.27% |
10/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 243,425 CHF | 25,343 CHF | 99.27% | 99.27% |
09/07/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 245,192 CHF | 25,519 CHF | 99.27% | 99.27% |
08/07/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 251,661 CHF | 26,166 CHF | 99.21% | 99.21% |
05/07/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 250,483 CHF | 26,048 CHF | 99.27% | 99.27% |
04/07/2024 | 3.70% | 0.24 CHF | 0.25 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 266,443 CHF | 27,644 CHF | 99.27% | 99.27% |
03/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 279,320 CHF | 28,932 CHF | 99.27% | 99.27% |
02/07/2024 | 4.03% | 0.27 CHF | 0.28 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 243,794 CHF | 25,379 CHF | 99.27% | 99.27% |