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 | 0.47% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,057,180 CHF | 1,062,180 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,094,190 CHF | 1,099,190 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 498,873 | 498,873 | 1,108,480 CHF | 1,113,470 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,045,160 CHF | 1,049,660 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,039,890 CHF | 1,044,390 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,028,590 CHF | 1,033,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 450,000 | 448,622 | 448,622 | 1,039,020 CHF | 1,043,510 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,036,630 CHF | 1,041,130 CHF | 97.52% | 97.52% |
03/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450,000 | 450,000 | 448,907 | 448,907 | 1,038,230 CHF | 1,042,720 CHF | 98.86% | 98.86% |
02/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 1,074,180 CHF | 1,078,680 CHF | 100.00% | 100.00% |