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 | 1.10% | 0.87 CHF | 0.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 202,681 CHF | 45,540 CHF | 99.17% | 99.17% |
12/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 207,218 CHF | 46,548 CHF | 99.16% | 99.16% |
11/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 200,430 CHF | 45,040 CHF | 99.17% | 99.17% |
10/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 203,824 CHF | 45,794 CHF | 99.17% | 99.17% |
09/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 200,202 CHF | 44,989 CHF | 99.17% | 99.17% |
08/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 191,152 CHF | 42,978 CHF | 99.15% | 99.15% |
05/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 178,897 CHF | 40,255 CHF | 98.84% | 98.84% |
04/07/2024 | 1.36% | 0.79 CHF | 0.80 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 165,283 CHF | 37,230 CHF | 99.00% | 99.00% |
03/07/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 107,315 CHF | 24,348 CHF | 99.17% | 99.17% |
02/07/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 97,836 CHF | 22,241 CHF | 99.16% | 99.16% |