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 | 1.15% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 516,825 CHF | 174,275 CHF | 99.23% | 99.23% |
24/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 536,278 CHF | 180,759 CHF | 99.24% | 99.24% |
23/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 516,766 CHF | 174,255 CHF | 99.22% | 99.22% |
22/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,558 CHF | 171,186 CHF | 98.50% | 98.50% |
19/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,766 CHF | 157,922 CHF | 97.39% | 97.39% |
18/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 469,720 CHF | 158,573 CHF | 99.22% | 99.22% |
17/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 496,267 CHF | 167,422 CHF | 99.23% | 99.23% |
16/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 523,324 CHF | 176,441 CHF | 99.24% | 99.24% |
15/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 531,002 CHF | 179,001 CHF | 95.29% | 95.29% |
12/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 540,323 CHF | 182,108 CHF | 99.27% | 99.27% |