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 | 5.18% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 279,340 | 279,342 | 52,556 CHF | 55,350 CHF | 99.37% | 99.37% |
24/07/2024 | 5.37% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 293,200 | 293,200 | 53,144 CHF | 56,076 CHF | 99.38% | 99.38% |
23/07/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,859 CHF | 55,859 CHF | 99.38% | 99.38% |
22/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 299,510 | 299,510 | 51,252 CHF | 54,247 CHF | 99.38% | 99.38% |
19/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,219 | 274,219 | 52,192 CHF | 54,934 CHF | 99.05% | 99.05% |
18/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,224 | 278,224 | 52,506 CHF | 55,288 CHF | 97.12% | 97.12% |
17/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,713 | 275,713 | 52,306 CHF | 55,063 CHF | 98.79% | 98.79% |
16/07/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,512 | 294,512 | 53,725 CHF | 56,670 CHF | 99.39% | 99.39% |
15/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 297,379 | 297,380 | 52,842 CHF | 55,816 CHF | 99.38% | 99.38% |
12/07/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,554 | 300,554 | 52,732 CHF | 55,737 CHF | 99.04% | 99.04% |