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 | 3.16% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,266 CHF | 64,422 CHF | 99.23% | 99.23% |
24/07/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,681 CHF | 59,894 CHF | 99.24% | 99.24% |
23/07/2024 | 3.01% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,162 CHF | 67,387 CHF | 99.22% | 99.22% |
22/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,958 CHF | 69,986 CHF | 98.50% | 98.50% |
19/07/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 244,781 CHF | 83,594 CHF | 97.40% | 97.40% |
18/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,501 CHF | 81,500 CHF | 99.22% | 99.22% |
17/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,692 CHF | 73,564 CHF | 99.23% | 99.23% |
16/07/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,791 CHF | 67,264 CHF | 99.24% | 99.24% |
15/07/2024 | 3.17% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,493 CHF | 64,164 CHF | 95.29% | 95.29% |
12/07/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,652 CHF | 61,551 CHF | 99.27% | 99.27% |