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 | 1.92% | 0.49 CHF | 0.50 CHF | 27,000 | 27,000 | 26,746 | 26,746 | 13,931 CHF | 14,199 CHF | 99.87% | 99.87% |
24/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 27,000 | 27,000 | 26,745 | 26,745 | 12,996 CHF | 13,264 CHF | 100.00% | 100.00% |
23/07/2024 | 2.00% | 0.53 CHF | 0.54 CHF | 27,000 | 27,000 | 26,748 | 26,748 | 13,380 CHF | 13,647 CHF | 100.00% | 100.00% |
22/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 27,000 | 27,000 | 26,819 | 26,819 | 13,776 CHF | 14,044 CHF | 99.07% | 99.07% |
19/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 28,000 | 28,000 | 26,824 | 26,824 | 14,160 CHF | 14,428 CHF | 100.00% | 100.00% |
18/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 27,000 | 27,000 | 27,204 | 27,204 | 14,806 CHF | 15,078 CHF | 100.00% | 100.00% |
17/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 28,000 | 28,000 | 27,737 | 27,737 | 15,738 CHF | 16,016 CHF | 99.82% | 99.82% |
16/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 28,000 | 28,000 | 27,870 | 27,870 | 15,944 CHF | 16,223 CHF | 99.47% | 99.47% |
15/07/2024 | 1.98% | 0.56 CHF | 0.57 CHF | 28,000 | 28,000 | 27,210 | 27,210 | 13,744 CHF | 14,016 CHF | 99.02% | 99.02% |
12/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 27,000 | 27,000 | 26,747 | 26,747 | 12,694 CHF | 12,962 CHF | 100.00% | 100.00% |