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 | 0.62% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 359,904 CHF | 120,718 CHF | 99.27% | 99.27% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 365,707 CHF | 122,652 CHF | 99.27% | 99.27% |
11/07/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 352,661 CHF | 118,304 CHF | 99.27% | 99.27% |
10/07/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 367,244 CHF | 123,165 CHF | 99.27% | 99.27% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 377,023 CHF | 126,424 CHF | 99.27% | 99.27% |
08/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 374,479 CHF | 125,576 CHF | 99.21% | 99.21% |
05/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 377,794 CHF | 126,681 CHF | 99.27% | 99.27% |
04/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 376,059 CHF | 126,103 CHF | 99.27% | 99.27% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 366,727 CHF | 122,992 CHF | 99.27% | 99.27% |
02/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 359,872 CHF | 120,707 CHF | 99.27% | 99.27% |