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 | 1.82% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,206 CHF | 44,302 CHF | 98.58% | 98.58% |
24/07/2024 | 1.67% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 53,012 | 50,000 | 52,954 CHF | 50,855 CHF | 100.00% | 100.00% |
23/07/2024 | 1.54% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,907 | 50,000 | 51,850 CHF | 51,748 CHF | 100.00% | 100.00% |
22/07/2024 | 1.60% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 51,402 | 50,000 | 53,732 CHF | 53,196 CHF | 100.00% | 100.00% |
19/07/2024 | 1.64% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 59,993 | 50,000 | 56,791 CHF | 48,114 CHF | 99.72% | 99.72% |
18/07/2024 | 1.95% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 52,695 | 44,782 | 49,414 CHF | 42,792 CHF | 100.00% | 100.00% |
17/07/2024 | 2.72% | 0.87 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,668 CHF | 22,265 CHF | 79.70% | 79.70% |
16/07/2024 | 3.44% | 0.43 CHF | 0.44 CHF | 92,194 | 50,000 | 92,921 | 50,000 | 35,944 CHF | 20,022 CHF | 100.00% | 100.00% |
15/07/2024 | 3.74% | 0.38 CHF | 0.39 CHF | 93,049 | 50,000 | 92,496 | 50,000 | 37,039 CHF | 20,788 CHF | 99.68% | 99.68% |
12/07/2024 | 4.06% | 0.39 CHF | 0.40 CHF | 92,735 | 50,000 | 93,817 | 50,000 | 31,932 CHF | 17,731 CHF | 99.01% | 99.01% |