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 | 4.20% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 225,574 | 225,574 | 52,592 CHF | 54,848 CHF | 99.38% | 99.38% |
24/07/2024 | 4.37% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 238,231 | 238,231 | 53,254 CHF | 55,636 CHF | 99.39% | 99.39% |
23/07/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,154 CHF | 55,654 CHF | 99.38% | 99.38% |
22/07/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,509 | 249,509 | 51,242 CHF | 53,737 CHF | 99.38% | 99.38% |
19/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,990 CHF | 54,240 CHF | 98.98% | 98.98% |
18/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,550 | 229,550 | 52,325 CHF | 54,621 CHF | 97.12% | 97.12% |
17/07/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 230,834 | 230,834 | 52,498 CHF | 54,806 CHF | 98.79% | 98.79% |
16/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 246,080 | 246,080 | 54,142 CHF | 56,603 CHF | 99.39% | 99.39% |
15/07/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,311 CHF | 55,811 CHF | 99.39% | 99.39% |
12/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,554 | 250,554 | 51,682 CHF | 54,188 CHF | 99.04% | 99.04% |