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 | 0.94% | 1.04 CHF | 1.05 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 238,938 CHF | 53,597 CHF | 99.16% | 99.16% |
12/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 244,162 CHF | 54,758 CHF | 99.17% | 99.17% |
11/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 239,036 CHF | 53,619 CHF | 99.17% | 99.17% |
10/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 242,431 CHF | 54,374 CHF | 99.16% | 99.16% |
09/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 238,476 CHF | 53,495 CHF | 99.17% | 99.17% |
08/07/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 228,118 CHF | 51,193 CHF | 99.15% | 99.15% |
05/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 215,384 CHF | 48,363 CHF | 98.84% | 98.84% |
04/07/2024 | 1.11% | 0.96 CHF | 0.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 202,754 CHF | 45,557 CHF | 99.00% | 99.00% |
03/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 146,186 CHF | 32,986 CHF | 99.16% | 99.16% |
02/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 225,000 | 50,000 | 232,811 | 50,000 | 141,584 CHF | 30,951 CHF | 99.16% | 99.16% |