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 | 1.34% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 111,540 CHF | 37,680 CHF | 99.11% | 99.11% |
12/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 112,577 CHF | 38,026 CHF | 97.91% | 97.91% |
11/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 112,410 CHF | 37,970 CHF | 97.37% | 97.37% |
10/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 112,668 CHF | 38,056 CHF | 99.20% | 99.20% |
09/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 111,680 CHF | 37,727 CHF | 99.58% | 99.58% |
08/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 110,612 CHF | 37,371 CHF | 99.58% | 99.58% |
05/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,999 CHF | 37,166 CHF | 99.58% | 99.58% |
04/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 109,898 CHF | 37,133 CHF | 99.57% | 99.57% |
03/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 111,169 CHF | 37,556 CHF | 99.58% | 99.58% |
02/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 112,366 CHF | 37,955 CHF | 99.37% | 99.37% |