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 | 8.07% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 429,850 | 429,850 | 51,113 CHF | 55,412 CHF | 99.37% | 99.37% |
24/07/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,886 | 402,886 | 51,667 CHF | 55,695 CHF | 99.38% | 99.38% |
23/07/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,798 | 363,798 | 52,399 CHF | 56,037 CHF | 99.38% | 99.38% |
22/07/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 344,741 | 344,741 | 52,510 CHF | 55,957 CHF | 99.38% | 99.38% |
19/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,257 | 375,257 | 52,495 CHF | 56,247 CHF | 99.01% | 99.01% |
18/07/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,747 | 367,747 | 52,365 CHF | 56,042 CHF | 97.12% | 97.12% |
17/07/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,269 | 350,270 | 52,397 CHF | 55,900 CHF | 98.80% | 98.80% |
16/07/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 335,314 | 335,314 | 52,336 CHF | 55,690 CHF | 99.38% | 99.38% |
15/07/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,200 | 313,200 | 51,501 CHF | 54,633 CHF | 99.38% | 99.38% |
12/07/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 301,317 | 301,317 | 51,522 CHF | 54,536 CHF | 99.04% | 99.04% |