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 | 10.52% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 576,150 | 300,575 | 51,922 CHF | 30,093 CHF | 99.38% | 99.38% |
24/07/2024 | 10.85% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 584,906 | 301,182 | 50,988 CHF | 29,280 CHF | 99.39% | 99.39% |
23/07/2024 | 11.26% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 606,234 | 306,234 | 50,814 CHF | 28,722 CHF | 99.38% | 99.38% |
22/07/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 616,831 | 319,309 | 50,082 CHF | 29,110 CHF | 99.38% | 99.38% |
19/07/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 565,674 | 324,843 | 51,510 CHF | 33,036 CHF | 99.01% | 99.01% |
18/07/2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,192 | 302,155 | 51,743 CHF | 30,267 CHF | 97.14% | 97.14% |
17/07/2024 | 10.48% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 571,862 | 299,517 | 51,709 CHF | 30,078 CHF | 98.80% | 98.80% |
16/07/2024 | 10.59% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 577,360 | 300,000 | 51,659 CHF | 29,847 CHF | 99.38% | 99.38% |
15/07/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 587,221 | 300,000 | 51,377 CHF | 29,263 CHF | 99.39% | 99.39% |
12/07/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,243 | 300,555 | 51,049 CHF | 28,611 CHF | 99.05% | 99.05% |