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 | 1.34% | 0.71 CHF | 0.72 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 166,605 CHF | 37,523 CHF | 99.27% | 99.27% |
12/07/2024 | 1.32% | 0.83 CHF | 0.84 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 169,128 CHF | 38,084 CHF | 99.27% | 99.27% |
11/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 164,435 CHF | 37,041 CHF | 99.27% | 99.27% |
10/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 156,036 CHF | 35,175 CHF | 99.27% | 99.27% |
09/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 156,449 CHF | 35,267 CHF | 99.27% | 99.27% |
08/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 158,370 CHF | 35,693 CHF | 99.22% | 99.22% |
05/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 157,323 CHF | 35,461 CHF | 99.27% | 99.27% |
04/07/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 161,470 CHF | 36,382 CHF | 99.27% | 99.27% |
03/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 165,085 CHF | 37,186 CHF | 99.27% | 99.27% |
02/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 152,079 CHF | 34,295 CHF | 99.27% | 99.27% |