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 | 1.05% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 212,176 CHF | 47,650 CHF | 99.27% | 99.27% |
12/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 206,012 CHF | 46,280 CHF | 99.27% | 99.27% |
11/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 209,773 CHF | 47,116 CHF | 99.27% | 99.27% |
10/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 203,884 CHF | 45,808 CHF | 99.27% | 99.27% |
09/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 205,883 CHF | 46,252 CHF | 99.27% | 99.27% |
08/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 208,866 CHF | 46,915 CHF | 99.22% | 99.22% |
05/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 198,213 CHF | 44,547 CHF | 99.27% | 99.27% |
04/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 192,334 CHF | 43,241 CHF | 99.27% | 99.27% |
03/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 188,327 CHF | 42,350 CHF | 99.27% | 99.27% |
02/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 177,990 CHF | 40,053 CHF | 99.27% | 99.27% |