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 | 1.07% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 208,721 CHF | 70,324 CHF | 99.27% | 99.27% |
12/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 225,000 | 75,000 | 235,326 | 78,442 | 219,616 CHF | 73,990 CHF | 99.27% | 99.27% |
11/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 207,048 CHF | 69,766 CHF | 99.27% | 99.27% |
10/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,879 CHF | 90,626 CHF | 99.27% | 99.27% |
09/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,543 CHF | 91,181 CHF | 99.27% | 99.27% |
08/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,284 CHF | 91,761 CHF | 99.21% | 99.21% |
05/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,772 CHF | 91,591 CHF | 99.27% | 99.27% |
04/07/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,217 CHF | 93,072 CHF | 99.27% | 99.27% |
03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,788 CHF | 94,263 CHF | 99.27% | 99.27% |
02/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,813 CHF | 89,938 CHF | 99.27% | 99.27% |