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 | 1.31% | 0.72 CHF | 0.73 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 170,520 CHF | 172,770 CHF | 100.00% | 100.00% |
12/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 166,567 CHF | 168,817 CHF | 99.95% | 99.95% |
11/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 225,000 | 225,000 | 228,290 | 228,291 | 161,265 CHF | 163,548 CHF | 98.69% | 98.69% |
10/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 157,120 CHF | 159,620 CHF | 96.17% | 96.17% |
09/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 159,585 CHF | 162,085 CHF | 99.63% | 99.63% |
08/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 155,591 CHF | 158,091 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 158,156 CHF | 160,656 CHF | 100.00% | 100.00% |
04/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 156,527 CHF | 159,027 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 153,705 CHF | 156,205 CHF | 99.31% | 99.31% |
02/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 146,136 CHF | 148,636 CHF | 99.50% | 99.50% |