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 | 12.08% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 647,724 | 333,832 | 50,442 CHF | 29,321 CHF | 99.37% | 99.37% |
24/07/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,617 | 307,642 | 50,572 CHF | 29,361 CHF | 99.39% | 99.39% |
23/07/2024 | 9.13% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,104 | 488,104 | 51,050 CHF | 55,932 CHF | 99.38% | 99.38% |
22/07/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 454,709 | 454,709 | 51,618 CHF | 56,165 CHF | 99.38% | 99.38% |
19/07/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 506,308 | 483,177 | 50,211 CHF | 52,903 CHF | 99.01% | 99.01% |
18/07/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,715 | 488,715 | 50,809 CHF | 55,696 CHF | 97.14% | 97.14% |
17/07/2024 | 8.70% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 471,181 | 471,181 | 51,785 CHF | 56,497 CHF | 98.81% | 98.81% |
16/07/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,519 | 427,519 | 51,392 CHF | 55,667 CHF | 99.38% | 99.38% |
15/07/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 388,255 | 388,255 | 52,101 CHF | 55,984 CHF | 99.39% | 99.39% |
12/07/2024 | 6.96% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 376,721 | 376,721 | 52,304 CHF | 56,071 CHF | 99.04% | 99.04% |