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 | 1.47% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 224,984 | 74,983 | 151,710 CHF | 51,312 CHF | 99.38% | 99.38% |
12/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 224,999 | 74,994 | 167,616 CHF | 56,618 CHF | 99.37% | 99.37% |
11/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 225,000 | 75,000 | 224,514 | 74,829 | 161,093 CHF | 54,440 CHF | 91.41% | 91.41% |
10/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 176,575 CHF | 59,358 CHF | 99.36% | 99.36% |
09/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 191,729 CHF | 64,410 CHF | 99.37% | 99.37% |
08/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 205,294 CHF | 68,932 CHF | 99.38% | 99.38% |
05/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 202,696 CHF | 68,065 CHF | 99.00% | 99.00% |
04/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 205,332 CHF | 68,944 CHF | 91.02% | 91.02% |
03/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 150,000 | 50,000 | 155,048 | 51,683 | 165,954 CHF | 55,835 CHF | 99.38% | 99.38% |
02/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 202,529 CHF | 68,260 CHF | 99.37% | 99.37% |