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 | 17.31% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,555 CHF | 3,156 CHF | 90.48% | 90.48% |
24/07/2024 | 12.14% | 0.07 CHF | 0.08 CHF | 487,693 | 50,000 | 481,468 | 50,000 | 37,340 CHF | 4,379 CHF | 85.38% | 85.38% |
23/07/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 447,190 | 50,000 | 442,799 | 50,000 | 35,981 CHF | 4,567 CHF | 98.60% | 98.60% |
22/07/2024 | 11.72% | 0.09 CHF | 0.10 CHF | 446,184 | 50,000 | 484,136 | 50,000 | 38,879 CHF | 4,517 CHF | 58.77% | 58.77% |
19/07/2024 | 12.10% | 0.07 CHF | 0.08 CHF | 495,992 | 50,000 | 471,107 | 50,000 | 36,695 CHF | 4,402 CHF | 96.98% | 96.98% |
18/07/2024 | 10.82% | 0.08 CHF | 0.09 CHF | 447,382 | 50,000 | 440,628 | 50,000 | 38,684 CHF | 4,891 CHF | 95.39% | 95.39% |
17/07/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 450,105 | 50,000 | 434,022 | 50,000 | 39,928 CHF | 5,106 CHF | 72.25% | 72.25% |
16/07/2024 | 9.02% | 0.10 CHF | 0.11 CHF | 396,915 | 50,000 | 393,685 | 50,000 | 41,764 CHF | 5,805 CHF | 71.86% | 71.86% |
15/07/2024 | 8.93% | 0.10 CHF | 0.11 CHF | 390,626 | 50,000 | 381,788 | 50,000 | 40,922 CHF | 5,876 CHF | 97.72% | 97.72% |
12/07/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 365,600 | 50,000 | 368,975 | 50,000 | 41,760 CHF | 6,159 CHF | 74.44% | 74.44% |