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 | 1.52% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 147,192 CHF | 49,814 CHF | 99.17% | 99.17% |
12/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 149,045 CHF | 50,432 CHF | 99.16% | 99.16% |
11/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 147,043 CHF | 49,764 CHF | 99.16% | 99.16% |
10/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 144,845 CHF | 49,032 CHF | 99.17% | 99.17% |
09/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,843 CHF | 47,031 CHF | 99.16% | 99.16% |
08/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,063 CHF | 46,771 CHF | 99.15% | 99.15% |
05/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 140,524 CHF | 47,591 CHF | 99.14% | 99.14% |
04/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 139,315 CHF | 47,188 CHF | 99.17% | 99.17% |
03/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 135,070 CHF | 45,773 CHF | 99.15% | 99.15% |
02/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 126,346 CHF | 42,866 CHF | 99.17% | 99.17% |