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 | 2.84% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 420,949 | 140,316 | 145,618 CHF | 49,943 CHF | 97.94% | 97.94% |
24/07/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,348 CHF | 46,449 CHF | 95.91% | 95.91% |
23/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,045 CHF | 48,348 CHF | 95.99% | 95.99% |
22/07/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,638 CHF | 46,213 CHF | 98.73% | 98.73% |
19/07/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,170 CHF | 45,723 CHF | 99.10% | 99.10% |
18/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,494 CHF | 49,498 CHF | 99.24% | 99.24% |
17/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,186 CHF | 51,729 CHF | 99.27% | 99.27% |
16/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,405 CHF | 56,802 CHF | 99.27% | 99.27% |
15/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 173,882 CHF | 58,961 CHF | 99.27% | 99.27% |
12/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,142 CHF | 63,047 CHF | 99.27% | 99.27% |