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 | 1.68% | 0.60 CHF | 0.61 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 41,287 CHF | 41,987 CHF | 91.51% | 91.51% |
24/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 70,000 | 70,000 | 69,932 | 69,932 | 44,335 CHF | 45,035 CHF | 77.47% | 77.47% |
23/07/2024 | 1.85% | 0.60 CHF | 0.61 CHF | 70,000 | 70,000 | 69,993 | 69,993 | 37,934 CHF | 38,634 CHF | 94.94% | 94.94% |
22/07/2024 | 1.85% | 0.59 CHF | 0.60 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 42,886 CHF | 43,686 CHF | 100.00% | 100.00% |
19/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 35,004 CHF | 35,804 CHF | 99.97% | 99.97% |
18/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 36,943 CHF | 37,743 CHF | 99.99% | 99.99% |
17/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 80,000 | 80,000 | 79,565 | 79,565 | 36,182 CHF | 36,982 CHF | 99.57% | 99.57% |
16/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 79,362 | 79,362 | 38,671 CHF | 39,471 CHF | 100.00% | 100.00% |
15/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 37,678 CHF | 38,478 CHF | 100.00% | 100.00% |
12/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 80,000 | 80,000 | 79,999 | 79,999 | 35,269 CHF | 36,069 CHF | 100.00% | 100.00% |