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 | 3.73% | 0.25 CHF | 0.26 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 394,852 CHF | 54,647 CHF | 99.27% | 99.27% |
12/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 415,124 CHF | 57,350 CHF | 99.27% | 99.27% |
11/07/2024 | 3.83% | 0.28 CHF | 0.29 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 384,680 CHF | 53,291 CHF | 99.27% | 99.27% |
10/07/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 426,942 CHF | 58,926 CHF | 99.27% | 99.27% |
09/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 1,500,000 | 200,000 | 1,500,000 | 199,825 | 456,472 CHF | 62,807 CHF | 99.27% | 99.27% |
08/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 451,233 CHF | 62,164 CHF | 99.21% | 99.21% |
05/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 460,137 CHF | 63,352 CHF | 99.27% | 99.27% |
04/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 460,068 CHF | 63,342 CHF | 99.27% | 99.27% |
03/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 443,824 CHF | 61,177 CHF | 99.27% | 99.27% |
02/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 432,147 CHF | 59,620 CHF | 99.27% | 99.27% |