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 | 0.80% | 1.19 CHF | 1.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 281,958 CHF | 94,736 CHF | 99.38% | 99.38% |
12/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 290,676 CHF | 97,642 CHF | 99.38% | 99.38% |
11/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 281,003 CHF | 94,418 CHF | 99.38% | 99.38% |
10/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 252,374 CHF | 84,875 CHF | 99.37% | 99.37% |
09/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 253,174 CHF | 85,142 CHF | 99.38% | 99.38% |
08/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 252,850 CHF | 85,034 CHF | 99.38% | 99.38% |
05/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 248,500 CHF | 83,583 CHF | 99.38% | 99.38% |
04/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 240,587 CHF | 80,946 CHF | 98.82% | 98.82% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 222,058 CHF | 74,769 CHF | 99.37% | 99.37% |
02/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 215,279 CHF | 72,510 CHF | 99.36% | 99.36% |