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 | 0.40% | 2.44 CHF | 2.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 557,960 CHF | 186,737 CHF | 99.16% | 99.16% |
12/07/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 530,138 CHF | 177,463 CHF | 99.16% | 99.16% |
11/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 509,122 CHF | 170,457 CHF | 99.16% | 99.16% |
10/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 481,387 CHF | 161,212 CHF | 99.16% | 99.16% |
09/07/2024 | 0.46% | 2.07 CHF | 2.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 483,025 CHF | 161,758 CHF | 99.17% | 99.17% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 480,972 CHF | 161,074 CHF | 99.16% | 99.16% |
05/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 460,448 CHF | 154,233 CHF | 99.15% | 99.15% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 429,466 CHF | 143,905 CHF | 99.17% | 99.17% |
03/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 417,843 CHF | 140,031 CHF | 99.15% | 99.15% |
02/07/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 376,432 CHF | 126,227 CHF | 99.17% | 99.17% |