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 | 4.27% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 230,037 | 230,036 | 52,693 CHF | 54,993 CHF | 99.39% | 99.39% |
24/07/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 219,750 | 219,750 | 53,165 CHF | 55,363 CHF | 99.39% | 99.39% |
23/07/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,545 CHF | 55,545 CHF | 99.38% | 99.38% |
22/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 192,028 | 192,028 | 53,879 CHF | 55,800 CHF | 99.38% | 99.38% |
19/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,804 CHF | 53,804 CHF | 99.00% | 99.00% |
18/07/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,873 CHF | 54,873 CHF | 97.13% | 97.13% |
17/07/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,081 CHF | 56,081 CHF | 98.78% | 98.78% |
16/07/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 187,255 | 187,255 | 52,979 CHF | 54,851 CHF | 99.38% | 99.38% |
15/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,233 CHF | 53,983 CHF | 99.38% | 99.38% |
12/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,626 CHF | 55,376 CHF | 99.04% | 99.04% |