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 | 4.64% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 249,535 | 249,534 | 52,610 CHF | 55,106 CHF | 98.91% | 98.91% |
24/07/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 158,751 | 158,750 | 54,571 CHF | 56,158 CHF | 98.98% | 98.98% |
23/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 176,547 | 176,547 | 54,898 CHF | 56,664 CHF | 98.97% | 98.97% |
22/07/2024 | 3.27% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 179,121 | 179,121 | 53,877 CHF | 55,668 CHF | 99.03% | 99.03% |
19/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 157,404 | 157,404 | 54,763 CHF | 56,337 CHF | 98.57% | 98.57% |
18/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,069 CHF | 60,069 CHF | 96.66% | 96.66% |
17/07/2024 | 1.58% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,474 | 99,474 | 62,638 CHF | 63,633 CHF | 98.78% | 98.78% |
16/07/2024 | 2.08% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 121,751 | 121,751 | 57,933 CHF | 59,151 CHF | 98.96% | 98.96% |
15/07/2024 | 2.53% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 141,137 | 141,138 | 54,941 CHF | 56,352 CHF | 98.99% | 98.99% |
12/07/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,160 CHF | 56,660 CHF | 98.70% | 98.70% |