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 | 1.48% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 167,744 CHF | 51,073 CHF | 96.96% | 96.96% |
12/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 162,402 CHF | 49,471 CHF | 99.23% | 99.23% |
11/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 174,712 CHF | 53,164 CHF | 97.99% | 97.99% |
10/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 181,177 CHF | 55,103 CHF | 99.06% | 99.06% |
09/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 180,343 CHF | 54,853 CHF | 98.75% | 98.75% |
08/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 175,629 CHF | 53,439 CHF | 99.22% | 99.22% |
05/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 179,901 CHF | 54,720 CHF | 99.23% | 99.23% |
04/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 181,299 CHF | 55,140 CHF | 99.19% | 99.19% |
03/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 177,501 CHF | 54,000 CHF | 97.60% | 97.60% |
02/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 182,937 CHF | 55,631 CHF | 98.80% | 98.80% |