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 | 3.73% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,713 CHF | 54,713 CHF | 99.38% | 99.38% |
24/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 196,969 | 196,969 | 55,269 CHF | 57,238 CHF | 99.38% | 99.38% |
23/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,974 CHF | 55,724 CHF | 99.38% | 99.38% |
22/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,246 CHF | 57,996 CHF | 99.38% | 99.38% |
19/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,313 CHF | 54,063 CHF | 98.99% | 98.99% |
18/07/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,314 CHF | 55,064 CHF | 97.12% | 97.12% |
17/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,204 CHF | 55,954 CHF | 98.83% | 98.83% |
16/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,460 | 174,460 | 56,468 CHF | 58,213 CHF | 99.38% | 99.38% |
15/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 162,149 | 162,149 | 54,870 CHF | 56,491 CHF | 99.38% | 99.38% |
12/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,346 CHF | 53,846 CHF | 99.05% | 99.05% |