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 | 0.35% | 2.91 CHF | 2.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 645,612 CHF | 215,954 CHF | 99.56% | 99.56% |
12/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 638,368 CHF | 213,539 CHF | 99.57% | 99.57% |
11/07/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 645,790 CHF | 216,014 CHF | 99.54% | 99.54% |
10/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 637,939 CHF | 213,396 CHF | 99.57% | 99.57% |
09/07/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 634,335 CHF | 212,195 CHF | 99.58% | 99.58% |
08/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 664,598 CHF | 222,283 CHF | 99.58% | 99.58% |
05/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 649,850 CHF | 217,367 CHF | 99.55% | 99.55% |
04/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 640,500 CHF | 214,250 CHF | 99.56% | 99.56% |
03/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 615,970 CHF | 206,073 CHF | 99.50% | 99.50% |
02/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 581,143 CHF | 194,464 CHF | 99.58% | 99.58% |