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 | 3.34% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,876 CHF | 45,792 CHF | 97.94% | 97.94% |
24/07/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,616 CHF | 57,705 CHF | 95.90% | 95.90% |
23/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,369 CHF | 59,957 CHF | 95.98% | 95.98% |
22/07/2024 | 2.64% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,013 CHF | 57,838 CHF | 98.73% | 98.73% |
19/07/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,498 CHF | 57,333 CHF | 99.10% | 99.10% |
18/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,719 CHF | 61,740 CHF | 99.25% | 99.25% |
17/07/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,577 CHF | 64,692 CHF | 99.27% | 99.27% |
16/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,259 CHF | 70,920 CHF | 99.27% | 99.27% |
15/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,144 CHF | 72,548 CHF | 99.27% | 99.27% |
12/07/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,670 CHF | 78,057 CHF | 99.27% | 99.27% |