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 | 10.84% | 0.11 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,726 CHF | 9,705 CHF | 99.57% | 99.57% |
24/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 108,568 | 100,000 | 53,059 CHF | 49,887 CHF | 100.00% | 100.00% |
23/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,224 | 100,000 | 51,976 CHF | 52,867 CHF | 99.37% | 99.37% |
22/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,692 CHF | 54,692 CHF | 99.44% | 99.44% |
19/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 103,111 | 100,000 | 51,668 CHF | 51,150 CHF | 100.00% | 100.00% |
18/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 101,034 | 100,000 | 52,479 CHF | 52,973 CHF | 99.83% | 99.83% |
17/07/2024 | 2.43% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 126,911 | 100,000 | 51,506 CHF | 41,744 CHF | 100.00% | 100.00% |
16/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,540 | 100,000 | 51,586 CHF | 42,779 CHF | 100.00% | 100.00% |
15/07/2024 | 1.91% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 102,590 | 100,000 | 53,297 CHF | 53,066 CHF | 99.68% | 99.68% |
12/07/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,909 CHF | 52,909 CHF | 98.32% | 98.32% |