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 | 2.77% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,420 CHF | 54,920 CHF | 99.38% | 99.38% |
24/07/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,438 | 149,438 | 56,061 CHF | 57,555 CHF | 99.39% | 99.39% |
23/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,345 CHF | 52,595 CHF | 99.38% | 99.38% |
22/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,407 CHF | 54,657 CHF | 99.39% | 99.39% |
19/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 145,204 | 145,204 | 56,748 CHF | 58,200 CHF | 98.98% | 98.98% |
18/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,542 | 125,542 | 50,362 CHF | 51,617 CHF | 97.12% | 97.12% |
17/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,005 CHF | 52,255 CHF | 98.83% | 98.83% |
16/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,459 CHF | 54,709 CHF | 99.38% | 99.38% |
15/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,218 CHF | 57,468 CHF | 99.38% | 99.38% |
12/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,172 CHF | 58,422 CHF | 99.05% | 99.05% |