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 | 1.30% | 0.77 CHF | 0.78 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 191,711 CHF | 58,263 CHF | 99.38% | 99.38% |
12/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 182,167 CHF | 55,400 CHF | 99.38% | 99.38% |
11/07/2024 | 1.43% | 0.75 CHF | 0.76 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 173,721 CHF | 52,866 CHF | 99.38% | 99.38% |
10/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 175,728 CHF | 53,468 CHF | 99.38% | 99.38% |
09/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 175,590 CHF | 53,427 CHF | 99.37% | 99.37% |
08/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 170,899 CHF | 52,020 CHF | 99.38% | 99.38% |
05/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 171,989 CHF | 52,347 CHF | 99.38% | 99.38% |
04/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 175,980 CHF | 53,544 CHF | 98.59% | 98.59% |
03/07/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 165,978 CHF | 50,544 CHF | 99.38% | 99.38% |
02/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 156,633 CHF | 47,740 CHF | 99.37% | 99.37% |