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 | 7.73% | 0.14 CHF | 0.15 CHF | 268,284 | 50,000 | 277,611 | 50,000 | 34,637 CHF | 6,763 CHF | 85.86% | 85.86% |
24/07/2024 | 5.55% | 0.16 CHF | 0.17 CHF | 233,917 | 50,000 | 229,059 | 50,000 | 40,188 CHF | 9,275 CHF | 85.38% | 85.38% |
23/07/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 223,414 | 50,000 | 222,683 | 50,000 | 41,170 CHF | 9,750 CHF | 98.60% | 98.60% |
22/07/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 215,659 | 50,000 | 237,841 | 50,000 | 41,451 CHF | 9,255 CHF | 100.00% | 100.00% |
19/07/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 250,662 | 50,000 | 234,183 | 50,000 | 39,967 CHF | 9,045 CHF | 100.00% | 100.00% |
18/07/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 224,118 | 50,000 | 219,517 | 50,000 | 41,733 CHF | 10,007 CHF | 95.39% | 95.39% |
17/07/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 217,584 | 50,000 | 214,830 | 50,000 | 42,548 CHF | 10,411 CHF | 72.25% | 72.25% |
16/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 208,022 | 50,000 | 202,702 | 50,000 | 45,975 CHF | 11,844 CHF | 71.86% | 71.86% |
15/07/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 204,770 | 50,000 | 199,217 | 50,000 | 46,937 CHF | 12,298 CHF | 97.72% | 97.72% |
12/07/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 196,558 | 50,000 | 196,588 | 50,000 | 49,342 CHF | 13,050 CHF | 74.44% | 74.44% |