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 | 2.24% | 0.48 CHF | 0.49 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 141,700 CHF | 144,900 CHF | 99.92% | 99.92% |
24/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 191,053 CHF | 194,053 CHF | 99.80% | 99.80% |
23/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 234,186 CHF | 237,186 CHF | 100.00% | 100.00% |
22/07/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 263,645 CHF | 267,045 CHF | 99.99% | 99.99% |
19/07/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 200,622 CHF | 203,722 CHF | 100.00% | 100.00% |
18/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 225,476 CHF | 228,375 CHF | 99.98% | 99.98% |
17/07/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 310,000 | 310,000 | 308,394 | 308,394 | 251,911 CHF | 255,011 CHF | 99.99% | 99.99% |
16/07/2024 | 1.46% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 297,467 | 297,467 | 206,348 CHF | 209,348 CHF | 100.00% | 100.00% |
15/07/2024 | 1.06% | 0.81 CHF | 0.82 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 273,847 CHF | 276,747 CHF | 95.08% | 95.08% |
12/07/2024 | 1.14% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 271,397 CHF | 274,497 CHF | 100.00% | 100.00% |