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 | 1.11% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 201,263 CHF | 67,838 CHF | 99.38% | 99.38% |
12/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 200,080 CHF | 67,443 CHF | 99.38% | 99.38% |
11/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 192,632 CHF | 64,961 CHF | 99.38% | 99.38% |
10/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 183,830 CHF | 62,027 CHF | 99.38% | 99.38% |
09/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 177,091 CHF | 59,780 CHF | 99.38% | 99.38% |
08/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,934 CHF | 61,728 CHF | 99.38% | 99.38% |
05/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,186 CHF | 64,479 CHF | 99.38% | 99.38% |
04/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 183,439 CHF | 61,896 CHF | 98.58% | 98.58% |
03/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,500 CHF | 60,583 CHF | 99.38% | 99.38% |
02/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 175,153 CHF | 59,134 CHF | 99.37% | 99.37% |