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 | 12.99% | 0.08 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,138 CHF | 8,099 CHF | 99.55% | 99.55% |
24/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 113,552 | 100,000 | 51,837 CHF | 46,676 CHF | 100.00% | 100.00% |
23/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 107,274 | 100,000 | 52,126 CHF | 49,639 CHF | 99.38% | 99.38% |
22/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,988 | 100,000 | 51,986 CHF | 51,540 CHF | 99.44% | 99.44% |
19/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,341 | 100,000 | 52,244 CHF | 47,946 CHF | 99.93% | 99.93% |
18/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 106,150 | 100,000 | 51,646 CHF | 49,727 CHF | 99.83% | 99.83% |
17/07/2024 | 2.64% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 137,403 | 100,000 | 51,392 CHF | 38,561 CHF | 100.00% | 100.00% |
16/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,327 | 100,000 | 52,140 CHF | 39,551 CHF | 100.00% | 100.00% |
15/07/2024 | 2.03% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 106,280 | 100,000 | 51,715 CHF | 49,877 CHF | 99.53% | 99.53% |
12/07/2024 | 2.04% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 107,995 | 100,000 | 52,516 CHF | 49,662 CHF | 98.32% | 98.32% |