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 | 0.79% | 1.20 CHF | 1.21 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,144 CHF | 95,798 CHF | 99.38% | 99.38% |
12/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 292,958 CHF | 98,403 CHF | 99.38% | 99.38% |
11/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 284,237 CHF | 95,496 CHF | 99.37% | 99.37% |
10/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 256,618 CHF | 86,289 CHF | 99.37% | 99.37% |
09/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 257,125 CHF | 86,458 CHF | 99.38% | 99.38% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 255,989 CHF | 86,080 CHF | 99.37% | 99.37% |
05/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 251,481 CHF | 84,577 CHF | 99.38% | 99.38% |
04/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 244,911 CHF | 82,387 CHF | 98.82% | 98.82% |
03/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 228,405 CHF | 76,885 CHF | 99.37% | 99.37% |
02/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 222,171 CHF | 74,807 CHF | 99.37% | 99.37% |