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 | 2.57% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 96,338 CHF | 39,535 CHF | 99.28% | 99.28% |
24/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 173,820 CHF | 70,528 CHF | 99.37% | 99.37% |
23/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,080 CHF | 73,432 CHF | 99.38% | 99.38% |
22/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,840 CHF | 75,336 CHF | 99.37% | 99.37% |
19/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 176,588 CHF | 71,635 CHF | 97.32% | 97.32% |
18/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,336 CHF | 73,534 CHF | 99.37% | 99.37% |
17/07/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,473 CHF | 62,389 CHF | 99.07% | 99.07% |
16/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,965 CHF | 63,386 CHF | 99.38% | 99.38% |
15/07/2024 | 1.37% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,624 CHF | 73,650 CHF | 99.37% | 99.37% |
12/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 181,059 CHF | 73,424 CHF | 99.38% | 99.38% |