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 | 1.00% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 594,264 CHF | 200,088 CHF | 99.23% | 99.23% |
24/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 583,396 CHF | 196,465 CHF | 99.24% | 99.24% |
23/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 608,183 CHF | 204,728 CHF | 99.22% | 99.22% |
22/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 613,998 CHF | 206,666 CHF | 98.50% | 98.50% |
19/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 655,487 CHF | 220,496 CHF | 97.36% | 97.36% |
18/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 646,596 CHF | 217,532 CHF | 99.21% | 99.21% |
17/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 625,016 CHF | 210,339 CHF | 99.23% | 99.23% |
16/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 609,279 CHF | 205,093 CHF | 99.23% | 99.23% |
15/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 598,467 CHF | 201,489 CHF | 95.29% | 95.29% |
12/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 591,371 CHF | 199,124 CHF | 99.27% | 99.27% |