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 | 0.57% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 49,410 | 49,410 | 86,853 CHF | 87,347 CHF | 99.06% | 99.06% |
24/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,845 CHF | 53,095 CHF | 99.03% | 99.03% |
23/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 25,000 | 25,000 | 29,161 | 29,161 | 59,047 CHF | 59,338 CHF | 99.07% | 99.07% |
22/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 32,716 | 32,716 | 65,308 CHF | 65,635 CHF | 98.88% | 98.88% |
19/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,438 | 25,438 | 53,405 CHF | 53,659 CHF | 98.54% | 98.54% |
18/07/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,965 CHF | 63,215 CHF | 96.66% | 96.66% |
17/07/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,607 CHF | 64,857 CHF | 98.73% | 98.73% |
16/07/2024 | 0.43% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,618 CHF | 58,868 CHF | 99.07% | 99.07% |
15/07/2024 | 0.47% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,536 CHF | 53,786 CHF | 98.94% | 98.94% |
12/07/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,265 | 25,265 | 52,282 CHF | 52,535 CHF | 98.14% | 98.14% |