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 | 1.53% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 145,779 CHF | 49,343 CHF | 99.27% | 99.27% |
12/07/2024 | 1.59% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 283,683 | 94,561 | 176,583 CHF | 59,807 CHF | 99.27% | 99.27% |
11/07/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,594 CHF | 60,198 CHF | 99.27% | 99.27% |
10/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,025 CHF | 60,675 CHF | 99.27% | 99.27% |
09/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 288,414 | 96,138 | 181,261 CHF | 61,382 CHF | 99.27% | 99.27% |
08/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 287,924 | 95,975 | 179,653 CHF | 60,844 CHF | 99.21% | 99.21% |
05/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 230,832 | 76,944 | 149,938 CHF | 50,749 CHF | 99.26% | 99.26% |
04/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 151,854 CHF | 51,368 CHF | 99.27% | 99.27% |
03/07/2024 | 1.62% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 276,509 | 92,170 | 168,753 CHF | 57,173 CHF | 99.27% | 99.27% |
02/07/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,944 CHF | 57,315 CHF | 99.27% | 99.27% |