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 | 1.50% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 397,460 CHF | 134,487 CHF | 99.23% | 99.23% |
24/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,232 CHF | 130,411 CHF | 99.23% | 99.23% |
23/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,835 CHF | 138,278 CHF | 99.22% | 99.22% |
22/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 415,638 CHF | 140,546 CHF | 98.50% | 98.50% |
19/07/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 456,940 CHF | 154,313 CHF | 97.35% | 97.35% |
18/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 448,798 CHF | 151,599 CHF | 99.21% | 99.21% |
17/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 426,525 CHF | 144,175 CHF | 99.24% | 99.24% |
16/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 408,791 CHF | 138,264 CHF | 99.24% | 99.24% |
15/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,264 CHF | 135,088 CHF | 95.27% | 95.27% |
12/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 392,306 CHF | 132,769 CHF | 99.28% | 99.28% |