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 | 1.23% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 484,642 CHF | 163,547 CHF | 99.24% | 99.24% |
24/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 473,937 CHF | 159,979 CHF | 99.24% | 99.24% |
23/07/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,573 CHF | 167,858 CHF | 99.22% | 99.22% |
22/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 504,211 CHF | 170,070 CHF | 98.50% | 98.50% |
19/07/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 545,287 CHF | 183,762 CHF | 97.35% | 97.35% |
18/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,862 CHF | 181,287 CHF | 99.21% | 99.21% |
17/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 514,636 CHF | 173,545 CHF | 99.23% | 99.23% |
16/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,467 CHF | 167,822 CHF | 99.24% | 99.24% |
15/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 488,408 CHF | 164,803 CHF | 95.29% | 95.29% |
12/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 481,477 CHF | 162,492 CHF | 99.27% | 99.27% |