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 | 6.47% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 349,316 | 349,316 | 52,267 CHF | 55,760 CHF | 99.38% | 99.38% |
24/07/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 321,594 | 321,595 | 51,877 CHF | 55,093 CHF | 99.38% | 99.38% |
23/07/2024 | 5.16% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 276,677 | 276,676 | 52,195 CHF | 54,962 CHF | 99.39% | 99.39% |
22/07/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 253,076 | 253,076 | 51,370 CHF | 53,900 CHF | 99.38% | 99.38% |
19/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,292 CHF | 56,292 CHF | 98.98% | 98.98% |
18/07/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 286,323 | 286,323 | 53,053 CHF | 55,916 CHF | 97.13% | 97.13% |
17/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 266,768 | 266,768 | 51,480 CHF | 54,148 CHF | 98.81% | 98.81% |
16/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,528 | 250,528 | 52,575 CHF | 55,080 CHF | 99.38% | 99.38% |
15/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 238,570 | 238,570 | 54,174 CHF | 56,560 CHF | 99.38% | 99.38% |
12/07/2024 | 4.16% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 223,925 | 223,925 | 52,787 CHF | 55,026 CHF | 99.04% | 99.04% |