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 | 3.05% | 0.32 CHF | 0.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 72,690 CHF | 24,980 CHF | 99.17% | 99.17% |
12/07/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 75,164 CHF | 25,805 CHF | 99.16% | 99.16% |
11/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 73,087 CHF | 25,112 CHF | 99.17% | 99.17% |
10/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 69,232 CHF | 23,827 CHF | 99.17% | 99.17% |
09/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 64,312 CHF | 22,187 CHF | 99.17% | 99.17% |
08/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 63,932 CHF | 22,061 CHF | 99.15% | 99.15% |
05/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 66,179 CHF | 22,810 CHF | 99.15% | 99.15% |
04/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 64,961 CHF | 22,404 CHF | 99.17% | 99.17% |
03/07/2024 | 3.60% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 61,402 CHF | 21,217 CHF | 99.15% | 99.15% |
02/07/2024 | 4.10% | 0.26 CHF | 0.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 53,834 CHF | 18,695 CHF | 99.17% | 99.17% |