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 | 2.12% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 105,065 CHF | 35,772 CHF | 99.27% | 99.27% |
12/07/2024 | 2.07% | 0.55 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 107,855 CHF | 36,702 CHF | 99.27% | 99.27% |
11/07/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 103,874 CHF | 35,375 CHF | 99.27% | 99.27% |
10/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 97,840 CHF | 33,363 CHF | 99.27% | 99.27% |
09/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,084 CHF | 33,445 CHF | 99.27% | 99.27% |
08/07/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,861 CHF | 34,037 CHF | 99.22% | 99.22% |
05/07/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 99,280 CHF | 33,843 CHF | 99.27% | 99.27% |
04/07/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 103,392 CHF | 35,214 CHF | 99.27% | 99.27% |
03/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 106,737 CHF | 36,329 CHF | 99.27% | 99.27% |
02/07/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 95,933 CHF | 32,728 CHF | 99.27% | 99.27% |