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 | 1.38% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 161,600 CHF | 54,617 CHF | 99.27% | 99.27% |
12/07/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 155,424 CHF | 52,558 CHF | 99.27% | 99.27% |
11/07/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 146,934 CHF | 49,728 CHF | 99.27% | 99.27% |
10/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 148,241 CHF | 50,164 CHF | 99.27% | 99.27% |
09/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 156,083 CHF | 52,778 CHF | 99.27% | 99.27% |
08/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 155,225 CHF | 52,492 CHF | 99.21% | 99.21% |
05/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,571 CHF | 54,940 CHF | 99.26% | 99.26% |
04/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,462 CHF | 56,904 CHF | 99.27% | 99.27% |
03/07/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,603 CHF | 51,951 CHF | 99.27% | 99.27% |
02/07/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 142,784 CHF | 48,345 CHF | 99.26% | 99.26% |