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 | 0.88% | 1.11 CHF | 1.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 255,164 CHF | 85,805 CHF | 99.27% | 99.27% |
12/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 259,506 CHF | 87,252 CHF | 99.27% | 99.27% |
11/07/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 231,638 | 75,000 | 256,586 CHF | 83,868 CHF | 99.27% | 99.27% |
10/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 261,836 CHF | 88,029 CHF | 99.27% | 99.27% |
09/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 269,709 CHF | 90,653 CHF | 99.27% | 99.27% |
08/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 267,202 CHF | 89,817 CHF | 99.20% | 99.20% |
05/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 270,334 CHF | 90,861 CHF | 99.27% | 99.27% |
04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 268,175 CHF | 90,142 CHF | 99.27% | 99.27% |
03/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 260,426 CHF | 87,559 CHF | 99.27% | 99.27% |
02/07/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 225,000 | 75,000 | 229,040 | 75,000 | 260,042 CHF | 85,949 CHF | 99.26% | 99.26% |