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 | 2.29% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,066 CHF | 66,522 CHF | 97.93% | 97.93% |
24/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,463 CHF | 79,988 CHF | 95.89% | 95.89% |
23/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,648 CHF | 82,049 CHF | 95.98% | 95.98% |
22/07/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,035 CHF | 79,512 CHF | 98.73% | 98.73% |
19/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,639 CHF | 78,713 CHF | 99.09% | 99.09% |
18/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,009 CHF | 83,503 CHF | 99.25% | 99.25% |
17/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,459 CHF | 86,320 CHF | 99.27% | 99.27% |
16/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,438 CHF | 92,313 CHF | 99.27% | 99.27% |
15/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,078 CHF | 94,526 CHF | 99.27% | 99.27% |
12/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,728 CHF | 99,076 CHF | 99.27% | 99.27% |