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 | 12.37% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 668,683 | 346,554 | 50,732 CHF | 29,758 CHF | 99.38% | 99.38% |
24/07/2024 | 13.64% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 736,258 | 380,925 | 50,305 CHF | 29,847 CHF | 99.38% | 99.38% |
23/07/2024 | 14.64% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 800,756 | 408,585 | 50,684 CHF | 29,960 CHF | 99.38% | 99.38% |
22/07/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 847,251 | 427,837 | 50,691 CHF | 29,872 CHF | 99.38% | 99.38% |
19/07/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,576 | 347,788 | 50,585 CHF | 29,714 CHF | 99.05% | 99.05% |
18/07/2024 | 12.60% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 681,437 | 353,219 | 50,695 CHF | 29,810 CHF | 97.15% | 97.15% |
17/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,908 | 349,037 | 50,403 CHF | 29,712 CHF | 98.80% | 98.80% |
16/07/2024 | 13.02% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 705,749 | 365,374 | 50,681 CHF | 29,893 CHF | 99.38% | 99.38% |
15/07/2024 | 13.81% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 749,380 | 386,537 | 50,508 CHF | 29,924 CHF | 99.38% | 99.38% |
12/07/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 759,325 | 391,886 | 50,572 CHF | 30,020 CHF | 99.05% | 99.05% |