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 | 1.36% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 164,159 CHF | 55,470 CHF | 99.27% | 99.27% |
12/07/2024 | 1.35% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,172 | 75,000 | 166,069 CHF | 56,068 CHF | 99.27% | 99.27% |
11/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,512 CHF | 54,921 CHF | 99.27% | 99.27% |
10/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 157,281 CHF | 53,177 CHF | 99.27% | 99.27% |
09/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 157,485 CHF | 53,245 CHF | 99.27% | 99.27% |
08/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 158,869 CHF | 53,706 CHF | 99.21% | 99.21% |
05/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 233,150 | 75,000 | 164,300 CHF | 53,639 CHF | 99.27% | 99.27% |
04/07/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 300,000 | 75,000 | 243,192 | 75,000 | 174,398 CHF | 54,691 CHF | 99.27% | 99.27% |
03/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 225,000 | 75,000 | 234,075 | 75,000 | 171,024 CHF | 55,587 CHF | 99.27% | 99.27% |
02/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 206,167 CHF | 52,292 CHF | 99.27% | 99.27% |