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 | 1.97% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,150 CHF | 38,467 CHF | 99.27% | 99.27% |
12/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 120,460 CHF | 40,903 CHF | 99.27% | 99.27% |
11/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 119,611 CHF | 40,620 CHF | 99.27% | 99.27% |
10/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 117,181 CHF | 39,810 CHF | 99.27% | 99.27% |
09/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 111,077 CHF | 37,776 CHF | 99.27% | 99.27% |
08/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 233,209 | 77,736 | 109,665 CHF | 37,332 CHF | 99.25% | 99.25% |
05/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 247,024 | 82,341 | 117,891 CHF | 40,121 CHF | 99.27% | 99.27% |
04/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 231,730 | 77,243 | 110,707 CHF | 37,675 CHF | 99.27% | 99.27% |
03/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 249,398 | 83,133 | 118,201 CHF | 40,232 CHF | 99.27% | 99.27% |
02/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 273,000 | 91,000 | 128,799 CHF | 43,843 CHF | 99.27% | 99.27% |