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 | 3.02% | 0.33 CHF | 0.34 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 326,255 CHF | 33,626 CHF | 99.27% | 99.27% |
12/07/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 326,797 CHF | 33,680 CHF | 99.27% | 99.27% |
11/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 347,398 CHF | 35,740 CHF | 99.26% | 99.26% |
10/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 335,085 CHF | 34,509 CHF | 99.27% | 99.27% |
09/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 332,264 CHF | 34,226 CHF | 99.27% | 99.27% |
08/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 295,332 CHF | 30,533 CHF | 99.24% | 99.24% |
05/07/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 334,411 CHF | 34,441 CHF | 99.27% | 99.27% |
04/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 360,656 CHF | 37,066 CHF | 99.27% | 99.27% |
03/07/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 337,014 CHF | 34,701 CHF | 99.27% | 99.27% |
02/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 334,664 CHF | 34,466 CHF | 99.27% | 99.27% |