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 | 1.89% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 314,293 CHF | 106,764 CHF | 99.23% | 99.23% |
24/07/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,589 CHF | 112,530 CHF | 99.24% | 99.24% |
23/07/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 310,287 CHF | 105,429 CHF | 99.21% | 99.21% |
22/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,891 CHF | 102,964 CHF | 98.50% | 98.50% |
19/07/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 262,417 CHF | 89,472 CHF | 97.37% | 97.37% |
18/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,671 CHF | 90,557 CHF | 99.22% | 99.22% |
17/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 291,224 CHF | 99,075 CHF | 99.23% | 99.23% |
16/07/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,864 CHF | 107,288 CHF | 99.24% | 99.24% |
15/07/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 324,813 CHF | 110,271 CHF | 95.27% | 95.27% |
12/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,557 CHF | 113,186 CHF | 99.27% | 99.27% |