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 | 1.96% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,868 CHF | 103,289 CHF | 99.38% | 99.38% |
24/07/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,541 CHF | 98,180 CHF | 99.35% | 99.35% |
23/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 314,094 CHF | 106,698 CHF | 99.38% | 99.38% |
22/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 323,401 CHF | 109,800 CHF | 96.73% | 96.73% |
19/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 373,266 CHF | 126,422 CHF | 98.13% | 98.13% |
18/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,313 CHF | 123,771 CHF | 99.31% | 99.31% |
17/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,396 CHF | 114,132 CHF | 99.10% | 99.10% |
16/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,247 CHF | 105,749 CHF | 99.35% | 99.35% |
15/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 300,080 CHF | 102,027 CHF | 95.46% | 95.46% |
12/07/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,686 CHF | 99,895 CHF | 99.30% | 99.30% |