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 | 3.27% | 0.29 CHF | 0.30 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 300,575 CHF | 62,115 CHF | 99.27% | 99.27% |
12/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 313,000 CHF | 64,600 CHF | 99.27% | 99.27% |
11/07/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 292,058 CHF | 60,412 CHF | 99.27% | 99.27% |
10/07/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 317,782 CHF | 65,557 CHF | 99.27% | 99.27% |
09/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 334,848 CHF | 68,970 CHF | 99.27% | 99.27% |
08/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 331,864 CHF | 68,373 CHF | 99.20% | 99.20% |
05/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 336,813 CHF | 69,363 CHF | 99.27% | 99.27% |
04/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 337,784 CHF | 69,557 CHF | 99.27% | 99.27% |
03/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 324,966 CHF | 66,993 CHF | 99.27% | 99.27% |
02/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 314,058 CHF | 64,812 CHF | 99.27% | 99.27% |