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 | 1.05% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 213,220 CHF | 47,882 CHF | 99.27% | 99.27% |
12/07/2024 | 1.04% | 1.02 CHF | 1.03 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 214,967 CHF | 48,271 CHF | 99.27% | 99.27% |
11/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 211,242 CHF | 47,443 CHF | 99.27% | 99.27% |
10/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 205,613 CHF | 46,192 CHF | 99.27% | 99.27% |
09/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 206,110 CHF | 46,302 CHF | 99.27% | 99.27% |
08/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 207,572 CHF | 46,627 CHF | 99.21% | 99.21% |
05/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 207,357 CHF | 46,579 CHF | 99.27% | 99.27% |
04/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 210,685 CHF | 47,319 CHF | 99.27% | 99.27% |
03/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 213,526 CHF | 47,950 CHF | 99.27% | 99.27% |
02/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 202,856 CHF | 45,579 CHF | 99.26% | 99.26% |