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 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 926,723 | 475,574 | 50,974 CHF | 30,914 CHF | 99.37% | 99.37% |
24/07/2024 | 17.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 951,269 | 483,756 | 50,081 CHF | 30,321 CHF | 99.38% | 99.38% |
23/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.39% | 99.39% |
22/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,483 | 497,828 | 49,674 CHF | 29,870 CHF | 99.39% | 99.39% |
19/07/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 889,214 | 451,143 | 51,055 CHF | 30,404 CHF | 98.99% | 98.99% |
18/07/2024 | 16.48% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 913,285 | 467,190 | 50,848 CHF | 30,676 CHF | 97.13% | 97.13% |
17/07/2024 | 16.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 899,162 | 459,953 | 50,495 CHF | 30,420 CHF | 98.81% | 98.81% |
16/07/2024 | 16.65% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,923 CHF | 30,900 CHF | 99.38% | 99.38% |
15/07/2024 | 16.86% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 933,608 | 477,869 | 50,725 CHF | 30,747 CHF | 99.39% | 99.39% |
12/07/2024 | 16.78% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 931,067 | 477,022 | 50,857 CHF | 30,829 CHF | 99.04% | 99.04% |