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 | 1.35% | 0.73 CHF | 0.74 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 146,937 CHF | 37,234 CHF | 95.92% | 95.92% |
12/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 139,252 CHF | 35,313 CHF | 99.38% | 99.38% |
11/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 132,729 CHF | 33,682 CHF | 99.37% | 99.37% |
10/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 133,758 CHF | 33,939 CHF | 99.37% | 99.37% |
09/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 138,070 CHF | 35,018 CHF | 99.38% | 99.38% |
08/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 145,973 CHF | 36,993 CHF | 99.38% | 99.38% |
05/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 139,405 CHF | 35,351 CHF | 99.38% | 99.38% |
04/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 136,034 CHF | 34,509 CHF | 98.59% | 98.59% |
03/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 134,792 CHF | 34,198 CHF | 99.37% | 99.37% |
02/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 200,000 | 50,000 | 200,000 | 50,000 | 139,697 CHF | 35,424 CHF | 99.38% | 99.38% |