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 | 4.01% | 0.30 CHF | 0.33 CHF | 14,000 | 14,000 | 85,892 | 85,892 | 22,569 CHF | 23,436 CHF | 98.79% | 98.79% |
24/07/2024 | 2.49% | 0.38 CHF | 0.41 CHF | 13,000 | 13,000 | 83,509 | 83,509 | 35,566 CHF | 36,410 CHF | 98.93% | 98.93% |
23/07/2024 | 2.13% | 0.52 CHF | 0.55 CHF | 13,000 | 13,000 | 81,794 | 81,794 | 40,206 CHF | 41,032 CHF | 98.91% | 98.91% |
22/07/2024 | 2.45% | 0.41 CHF | 0.44 CHF | 13,000 | 13,000 | 82,283 | 82,283 | 35,300 CHF | 36,131 CHF | 98.86% | 98.86% |
19/07/2024 | 2.50% | 0.39 CHF | 0.42 CHF | 13,000 | 13,000 | 82,514 | 82,514 | 34,897 CHF | 35,731 CHF | 98.93% | 98.93% |
18/07/2024 | 2.39% | 0.21 CHF | 0.24 CHF | 14,000 | 14,000 | 82,142 | 82,142 | 40,394 CHF | 41,226 CHF | 98.85% | 98.85% |
17/07/2024 | 1.92% | 0.48 CHF | 0.51 CHF | 13,000 | 13,000 | 79,867 | 79,867 | 44,901 CHF | 45,712 CHF | 98.56% | 98.56% |
16/07/2024 | 1.29% | 0.82 CHF | 0.86 CHF | 12,000 | 12,000 | 75,996 | 75,996 | 63,768 CHF | 64,539 CHF | 98.88% | 98.88% |
15/07/2024 | 1.20% | 0.84 CHF | 0.88 CHF | 12,000 | 12,000 | 75,980 | 75,980 | 69,252 CHF | 70,023 CHF | 98.85% | 98.85% |
12/07/2024 | 1.29% | 0.87 CHF | 0.91 CHF | 12,000 | 12,000 | 75,931 | 75,931 | 63,975 CHF | 64,746 CHF | 98.98% | 98.98% |