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 | 0.70% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,631 CHF | 72,131 CHF | 98.97% | 98.97% |
24/07/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,027 CHF | 88,527 CHF | 98.87% | 98.87% |
23/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,271 CHF | 84,771 CHF | 98.97% | 98.97% |
22/07/2024 | 0.60% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,209 CHF | 83,709 CHF | 98.97% | 98.97% |
19/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 49,485 | 49,485 | 86,663 CHF | 87,158 CHF | 98.63% | 98.63% |
18/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,737 CHF | 53,987 CHF | 96.68% | 96.68% |
17/07/2024 | 0.45% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,289 CHF | 55,539 CHF | 98.68% | 98.68% |
16/07/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 25,000 | 25,000 | 43,491 | 43,491 | 85,871 CHF | 86,306 CHF | 98.97% | 98.97% |
15/07/2024 | 0.56% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,455 CHF | 89,955 CHF | 99.02% | 99.02% |
12/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,180 CHF | 86,680 CHF | 98.39% | 98.39% |