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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 12.40% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 666,052 | 345,239 | 50,376 CHF | 29,568 CHF | 99.39% | 99.39% |
24/07/2024 | 11.61% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 614,860 | 318,468 | 49,899 CHF | 29,020 CHF | 99.38% | 99.38% |
23/07/2024 | 10.12% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 542,954 | 385,458 | 50,900 CHF | 40,531 CHF | 99.38% | 99.38% |
22/07/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,283 | 491,033 | 50,170 CHF | 54,264 CHF | 99.38% | 99.38% |
19/07/2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,257 | 300,000 | 51,723 CHF | 29,974 CHF | 99.02% | 99.02% |
18/07/2024 | 10.08% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 538,780 | 396,587 | 50,726 CHF | 41,799 CHF | 97.12% | 97.12% |
17/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,589 | 497,589 | 49,716 CHF | 54,692 CHF | 98.79% | 98.79% |
16/07/2024 | 9.11% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,423 | 488,423 | 51,233 CHF | 56,118 CHF | 99.39% | 99.39% |
15/07/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 453,503 | 453,503 | 51,705 CHF | 56,240 CHF | 99.38% | 99.38% |
12/07/2024 | 8.29% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 445,304 | 445,304 | 51,459 CHF | 55,912 CHF | 99.05% | 99.05% |