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 | 1.43% | 0.67 CHF | 0.68 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 156,136 CHF | 35,197 CHF | 99.27% | 99.27% |
12/07/2024 | 1.42% | 0.77 CHF | 0.78 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 157,655 CHF | 35,535 CHF | 99.27% | 99.27% |
11/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 153,542 CHF | 34,621 CHF | 99.27% | 99.27% |
10/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 147,159 CHF | 33,202 CHF | 99.27% | 99.27% |
09/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 147,063 CHF | 33,181 CHF | 99.27% | 99.27% |
08/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 148,554 CHF | 33,512 CHF | 99.21% | 99.21% |
05/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 147,422 CHF | 33,260 CHF | 99.27% | 99.27% |
04/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 149,360 CHF | 33,691 CHF | 99.27% | 99.27% |
03/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 151,736 CHF | 34,219 CHF | 99.27% | 99.27% |
02/07/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 140,292 CHF | 31,676 CHF | 99.27% | 99.27% |