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 | 0.73% | 1.36 CHF | 1.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 305,999 CHF | 102,750 CHF | 99.00% | 99.00% |
12/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 308,420 CHF | 103,557 CHF | 99.16% | 99.16% |
11/07/2024 | 0.66% | 1.40 CHF | 1.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 342,388 CHF | 114,879 CHF | 98.68% | 98.68% |
10/07/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 345,102 CHF | 115,784 CHF | 99.39% | 99.39% |
09/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 345,832 CHF | 116,027 CHF | 98.70% | 98.70% |
08/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 346,861 CHF | 116,370 CHF | 99.36% | 99.36% |
05/07/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,797 CHF | 113,349 CHF | 99.23% | 99.23% |
04/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,178 CHF | 113,143 CHF | 99.55% | 99.55% |
03/07/2024 | 0.64% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 350,894 CHF | 117,715 CHF | 99.35% | 99.35% |
02/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 329,787 CHF | 110,679 CHF | 99.20% | 99.20% |