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 | 2.05% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,020 CHF | 98,673 CHF | 99.23% | 99.23% |
24/07/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,656 CHF | 94,552 CHF | 99.23% | 99.23% |
23/07/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,797 CHF | 102,266 CHF | 99.22% | 99.22% |
22/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 307,718 CHF | 104,573 CHF | 98.50% | 98.50% |
19/07/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 349,134 CHF | 118,378 CHF | 97.37% | 97.37% |
18/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,322 CHF | 115,774 CHF | 99.21% | 99.21% |
17/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,540 CHF | 108,513 CHF | 99.24% | 99.24% |
16/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,081 CHF | 102,027 CHF | 99.24% | 99.24% |
15/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,990 CHF | 98,997 CHF | 95.26% | 95.26% |
12/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,004 CHF | 96,668 CHF | 99.27% | 99.27% |