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 | 0.42% | 2.49 CHF | 2.50 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,066,540 CHF | 1,071,040 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.39 CHF | 2.40 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 1,113,290 CHF | 1,118,280 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.39 CHF | 2.40 CHF | 400,000 | 400,000 | 399,113 | 399,113 | 1,052,590 CHF | 1,056,580 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 450,000 | 450,000 | 450,000 | 449,999 | 1,139,800 CHF | 1,144,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,136,370 CHF | 1,140,870 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,082,990 CHF | 1,087,490 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.37 CHF | 2.38 CHF | 500,000 | 500,000 | 498,810 | 498,809 | 1,136,180 CHF | 1,141,170 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,121,990 CHF | 1,126,990 CHF | 97.80% | 97.80% |
03/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 498,791 | 498,791 | 1,057,500 CHF | 1,062,490 CHF | 98.25% | 98.25% |
02/07/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 499,705 | 499,705 | 950,793 CHF | 955,790 CHF | 100.00% | 100.00% |