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 | 0.96% | 1.74 CHF | 1.76 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 397,234 CHF | 44,562 CHF | 99.27% | 99.27% |
12/07/2024 | 0.98% | 1.76 CHF | 1.78 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 388,139 CHF | 43,552 CHF | 99.27% | 99.27% |
11/07/2024 | 0.97% | 1.77 CHF | 1.79 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 391,945 CHF | 43,975 CHF | 99.27% | 99.27% |
10/07/2024 | 0.99% | 1.73 CHF | 1.74 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 383,600 CHF | 43,047 CHF | 99.27% | 99.27% |
09/07/2024 | 0.98% | 1.68 CHF | 1.70 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 386,994 CHF | 43,424 CHF | 99.27% | 99.27% |
08/07/2024 | 0.97% | 1.73 CHF | 1.75 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 392,182 CHF | 44,001 CHF | 99.22% | 99.22% |
05/07/2024 | 1.01% | 1.71 CHF | 1.72 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 378,381 CHF | 42,467 CHF | 99.27% | 99.27% |
04/07/2024 | 1.03% | 1.65 CHF | 1.67 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 370,166 CHF | 41,555 CHF | 99.27% | 99.27% |
03/07/2024 | 1.04% | 1.63 CHF | 1.64 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 364,555 CHF | 40,931 CHF | 99.27% | 99.27% |
02/07/2024 | 1.09% | 1.57 CHF | 1.58 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 350,233 CHF | 39,340 CHF | 99.27% | 99.27% |