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 | 2.33% | 0.43 CHF | 0.44 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 424,917 CHF | 43,492 CHF | 99.27% | 99.27% |
12/07/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 421,007 CHF | 43,101 CHF | 99.27% | 99.27% |
11/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 442,470 CHF | 45,247 CHF | 99.26% | 99.26% |
10/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 427,228 CHF | 43,723 CHF | 99.27% | 99.27% |
09/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 421,243 CHF | 43,124 CHF | 99.27% | 99.27% |
08/07/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 393,575 CHF | 40,358 CHF | 99.24% | 99.24% |
05/07/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 430,654 CHF | 44,065 CHF | 99.27% | 99.27% |
04/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 455,807 CHF | 46,581 CHF | 99.27% | 99.27% |
03/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 434,219 CHF | 44,422 CHF | 99.27% | 99.27% |
02/07/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 429,508 CHF | 43,951 CHF | 99.27% | 99.27% |