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 | 2.05% | 0.49 CHF | 0.50 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 481,925 CHF | 49,193 CHF | 99.27% | 99.27% |
12/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 479,930 CHF | 48,993 CHF | 99.27% | 99.27% |
11/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 504,014 CHF | 51,401 CHF | 99.26% | 99.26% |
10/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 487,576 CHF | 49,758 CHF | 99.27% | 99.27% |
09/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 483,819 CHF | 49,382 CHF | 99.27% | 99.27% |
08/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 441,392 CHF | 45,139 CHF | 99.24% | 99.24% |
05/07/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 489,089 CHF | 49,909 CHF | 99.27% | 99.27% |
04/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 519,004 CHF | 52,900 CHF | 99.27% | 99.27% |
03/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 488,517 CHF | 49,852 CHF | 99.27% | 99.27% |
02/07/2024 | 2.05% | 0.52 CHF | 0.53 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 482,834 CHF | 49,283 CHF | 99.27% | 99.27% |