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 | 2.42% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 91,958 CHF | 31,403 CHF | 99.17% | 99.17% |
12/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,292 CHF | 31,514 CHF | 99.16% | 99.16% |
11/07/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 90,352 CHF | 30,867 CHF | 99.17% | 99.17% |
10/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 89,026 CHF | 30,425 CHF | 99.16% | 99.16% |
09/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,571 CHF | 28,607 CHF | 99.16% | 99.16% |
08/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 82,531 CHF | 28,260 CHF | 99.15% | 99.15% |
05/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 85,694 CHF | 29,315 CHF | 99.15% | 99.15% |
04/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,552 CHF | 28,601 CHF | 99.17% | 99.17% |
03/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 79,686 CHF | 27,312 CHF | 99.15% | 99.15% |
02/07/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 71,458 CHF | 24,569 CHF | 99.17% | 99.17% |