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 | 0.33% | 3.02 CHF | 3.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 689,612 CHF | 230,621 CHF | 99.16% | 99.16% |
12/07/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 662,437 CHF | 221,562 CHF | 99.17% | 99.17% |
11/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 640,726 CHF | 214,325 CHF | 99.17% | 99.17% |
10/07/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 614,613 CHF | 205,621 CHF | 99.17% | 99.17% |
09/07/2024 | 0.36% | 2.66 CHF | 2.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 616,495 CHF | 206,248 CHF | 99.17% | 99.17% |
08/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 615,217 CHF | 205,822 CHF | 99.15% | 99.15% |
05/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 596,005 CHF | 199,418 CHF | 99.15% | 99.15% |
04/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 565,719 CHF | 189,323 CHF | 99.17% | 99.17% |
03/07/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 556,333 CHF | 186,194 CHF | 99.15% | 99.15% |
02/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 514,541 CHF | 172,264 CHF | 99.17% | 99.17% |