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 | 1.16% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,403 CHF | 65,218 CHF | 99.27% | 99.27% |
12/07/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,441 CHF | 63,230 CHF | 99.27% | 99.27% |
11/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,291 CHF | 60,514 CHF | 99.27% | 99.27% |
10/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 180,295 CHF | 60,849 CHF | 99.27% | 99.27% |
09/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,976 CHF | 63,409 CHF | 99.27% | 99.27% |
08/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,161 CHF | 63,137 CHF | 99.21% | 99.21% |
05/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,409 CHF | 65,220 CHF | 99.26% | 99.26% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,435 CHF | 67,228 CHF | 99.27% | 99.27% |
03/07/2024 | 1.22% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 184,322 CHF | 62,191 CHF | 99.27% | 99.27% |
02/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 172,274 CHF | 58,175 CHF | 99.27% | 99.27% |