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 | 0.68% | 1.46 CHF | 1.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 329,498 CHF | 110,583 CHF | 96.57% | 96.57% |
12/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 323,604 CHF | 108,618 CHF | 98.96% | 98.96% |
11/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 325,308 CHF | 109,186 CHF | 99.18% | 99.18% |
10/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 312,199 CHF | 104,816 CHF | 96.54% | 96.54% |
09/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 309,686 CHF | 103,979 CHF | 98.05% | 98.05% |
08/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 296,076 CHF | 99,442 CHF | 98.83% | 98.83% |
05/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 271,659 CHF | 91,303 CHF | 94.94% | 94.94% |
04/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 273,868 CHF | 92,040 CHF | 98.67% | 98.67% |
03/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 268,337 CHF | 90,196 CHF | 99.01% | 99.01% |
02/07/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 272,274 CHF | 91,508 CHF | 98.63% | 98.63% |