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 | 5.70% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 303,227 | 303,227 | 51,761 CHF | 54,793 CHF | 99.38% | 99.38% |
24/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 293,926 | 293,926 | 53,520 CHF | 56,459 CHF | 99.38% | 99.38% |
23/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,446 CHF | 53,946 CHF | 99.38% | 99.38% |
22/07/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 248,944 | 248,944 | 53,670 CHF | 56,160 CHF | 99.38% | 99.38% |
19/07/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 257,577 | 257,578 | 50,629 CHF | 53,205 CHF | 99.02% | 99.02% |
18/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,384 CHF | 52,884 CHF | 97.12% | 97.12% |
17/07/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,948 CHF | 54,448 CHF | 98.80% | 98.80% |
16/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 244,432 | 244,432 | 53,745 CHF | 56,190 CHF | 99.38% | 99.38% |
15/07/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 222,072 | 222,072 | 52,385 CHF | 54,605 CHF | 99.39% | 99.39% |
12/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 220,672 | 220,672 | 53,004 CHF | 55,211 CHF | 99.05% | 99.05% |