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 | 6.45% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 348,178 | 348,179 | 52,261 CHF | 55,743 CHF | 99.38% | 99.38% |
24/07/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 323,023 | 323,023 | 51,895 CHF | 55,126 CHF | 99.39% | 99.39% |
23/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 297,168 | 297,168 | 53,729 CHF | 56,701 CHF | 99.38% | 99.38% |
22/07/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 279,144 | 279,144 | 52,570 CHF | 55,362 CHF | 99.38% | 99.38% |
19/07/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,786 CHF | 55,786 CHF | 98.99% | 98.99% |
18/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,000 CHF | 57,000 CHF | 97.12% | 97.12% |
17/07/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,319 | 292,319 | 53,509 CHF | 56,433 CHF | 98.82% | 98.82% |
16/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 266,301 | 266,301 | 51,328 CHF | 53,991 CHF | 99.38% | 99.38% |
15/07/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,270 | 250,270 | 51,404 CHF | 53,907 CHF | 99.38% | 99.38% |
12/07/2024 | 4.63% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,735 CHF | 55,235 CHF | 99.04% | 99.04% |