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 | 1.06% | 0.93 CHF | 0.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 210,432 CHF | 70,894 CHF | 99.38% | 99.38% |
12/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,577 CHF | 70,276 CHF | 99.38% | 99.38% |
11/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,465 CHF | 67,238 CHF | 99.38% | 99.38% |
10/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,979 CHF | 63,410 CHF | 99.37% | 99.37% |
09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,234 CHF | 60,495 CHF | 99.38% | 99.38% |
08/07/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,128 CHF | 63,126 CHF | 99.38% | 99.38% |
05/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 197,274 CHF | 66,508 CHF | 99.38% | 99.38% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 187,181 CHF | 63,144 CHF | 98.58% | 98.58% |
03/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,115 CHF | 61,455 CHF | 99.38% | 99.38% |
02/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 176,970 CHF | 59,740 CHF | 99.37% | 99.37% |