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 | 2.25% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 263,895 CHF | 89,965 CHF | 99.23% | 99.23% |
24/07/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,225 CHF | 95,742 CHF | 99.24% | 99.24% |
23/07/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,007 CHF | 89,002 CHF | 99.22% | 99.22% |
22/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,235 CHF | 86,078 CHF | 98.50% | 98.50% |
19/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,300 CHF | 72,767 CHF | 97.38% | 97.38% |
18/07/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,147 CHF | 74,382 CHF | 99.23% | 99.23% |
17/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,696 CHF | 82,565 CHF | 99.23% | 99.23% |
16/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,927 CHF | 90,642 CHF | 99.24% | 99.24% |
15/07/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,815 CHF | 93,272 CHF | 95.29% | 95.29% |
12/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,898 CHF | 96,633 CHF | 99.27% | 99.27% |