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 | 1.25% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 476,241 CHF | 160,747 CHF | 99.23% | 99.23% |
24/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 494,675 CHF | 166,892 CHF | 99.24% | 99.24% |
23/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 474,972 CHF | 160,324 CHF | 99.22% | 99.22% |
22/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 465,864 CHF | 157,288 CHF | 98.50% | 98.50% |
19/07/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 426,112 CHF | 144,037 CHF | 97.38% | 97.38% |
18/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,154 CHF | 144,718 CHF | 99.23% | 99.23% |
17/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 455,001 CHF | 153,667 CHF | 99.23% | 99.23% |
16/07/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 481,303 CHF | 162,434 CHF | 99.24% | 99.24% |
15/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,031 CHF | 165,010 CHF | 95.29% | 95.29% |
12/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 498,363 CHF | 168,121 CHF | 99.27% | 99.27% |