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 | 22.56% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 59,297 CHF | 12,383 CHF | 98.06% | 98.06% |
24/07/2024 | 13.67% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 102,574 CHF | 19,596 CHF | 96.28% | 96.28% |
23/07/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,305 CHF | 20,051 CHF | 96.02% | 96.02% |
22/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 119,985 CHF | 22,498 CHF | 98.79% | 98.79% |
19/07/2024 | 9.73% | 0.08 CHF | 0.09 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 147,289 CHF | 27,048 CHF | 99.10% | 99.10% |
18/07/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 175,507 CHF | 31,751 CHF | 99.26% | 99.26% |
17/07/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 172,306 CHF | 31,218 CHF | 99.27% | 99.27% |
16/07/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 197,693 CHF | 35,449 CHF | 99.27% | 99.27% |
15/07/2024 | 6.99% | 0.13 CHF | 0.14 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 207,605 CHF | 37,101 CHF | 99.27% | 99.27% |
12/07/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 240,985 CHF | 42,664 CHF | 99.27% | 99.27% |