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 | 1.15% | 1.10 CHF | 1.11 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 251,962 CHF | 56,642 CHF | 99.27% | 99.27% |
12/07/2024 | 1.19% | 1.12 CHF | 1.13 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 245,241 CHF | 55,148 CHF | 99.27% | 99.27% |
11/07/2024 | 1.17% | 1.13 CHF | 1.14 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 248,920 CHF | 55,966 CHF | 99.27% | 99.27% |
10/07/2024 | 1.20% | 1.09 CHF | 1.11 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 242,815 CHF | 54,609 CHF | 99.27% | 99.27% |
09/07/2024 | 1.19% | 1.06 CHF | 1.08 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 244,879 CHF | 55,068 CHF | 99.27% | 99.27% |
08/07/2024 | 1.17% | 1.09 CHF | 1.11 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 248,407 CHF | 55,852 CHF | 99.22% | 99.22% |
05/07/2024 | 1.22% | 1.07 CHF | 1.09 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 237,329 CHF | 53,390 CHF | 99.27% | 99.27% |
04/07/2024 | 1.26% | 1.03 CHF | 1.05 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 231,080 CHF | 52,001 CHF | 99.27% | 99.27% |
03/07/2024 | 1.28% | 1.01 CHF | 1.03 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 226,924 CHF | 51,078 CHF | 99.27% | 99.27% |
02/07/2024 | 1.35% | 0.97 CHF | 0.98 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 216,002 CHF | 48,650 CHF | 99.27% | 99.27% |