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 | 0.60% | 1.62 CHF | 1.63 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 371,449 CHF | 41,522 CHF | 99.27% | 99.27% |
12/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 377,315 CHF | 42,174 CHF | 99.27% | 99.27% |
11/07/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 364,110 CHF | 40,707 CHF | 99.27% | 99.27% |
10/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 379,480 CHF | 42,415 CHF | 99.27% | 99.27% |
09/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 388,846 CHF | 43,455 CHF | 99.27% | 99.27% |
08/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 385,810 CHF | 43,118 CHF | 99.21% | 99.21% |
05/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 389,127 CHF | 43,486 CHF | 99.27% | 99.27% |
04/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 387,122 CHF | 43,264 CHF | 99.27% | 99.27% |
03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 377,712 CHF | 42,218 CHF | 99.27% | 99.27% |
02/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 371,621 CHF | 41,541 CHF | 99.26% | 99.26% |