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 | 8.10% | 0.17 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,726 CHF | 12,705 CHF | 99.57% | 99.57% |
24/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,887 CHF | 55,887 CHF | 100.00% | 100.00% |
23/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,867 CHF | 58,867 CHF | 99.37% | 99.37% |
22/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,692 CHF | 60,692 CHF | 99.44% | 99.44% |
19/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,088 CHF | 57,088 CHF | 100.00% | 100.00% |
18/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,911 CHF | 58,911 CHF | 99.83% | 99.83% |
17/07/2024 | 2.12% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 113,350 | 100,000 | 52,800 CHF | 47,744 CHF | 100.00% | 100.00% |
16/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,998 | 100,000 | 52,503 CHF | 48,731 CHF | 95.57% | 95.57% |
15/07/2024 | 1.71% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,066 CHF | 59,066 CHF | 99.68% | 99.68% |
12/07/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,909 CHF | 58,909 CHF | 98.32% | 98.32% |