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 | 3.02% | 0.48 CHF | 0.50 CHF | 82,196 | 50,000 | 82,874 | 50,000 | 43,645 CHF | 27,137 CHF | 98.19% | 98.19% |
24/07/2024 | 4.03% | 0.43 CHF | 0.44 CHF | 81,719 | 50,000 | 81,551 | 50,000 | 32,455 CHF | 20,713 CHF | 100.00% | 100.00% |
23/07/2024 | 4.55% | 0.36 CHF | 0.38 CHF | 81,470 | 50,000 | 81,654 | 50,000 | 30,954 CHF | 19,833 CHF | 100.00% | 100.00% |
22/07/2024 | 4.61% | 0.35 CHF | 0.37 CHF | 81,140 | 50,000 | 80,991 | 50,000 | 28,431 CHF | 18,366 CHF | 100.00% | 100.00% |
19/07/2024 | 3.59% | 0.46 CHF | 0.48 CHF | 82,641 | 50,000 | 82,616 | 50,000 | 37,637 CHF | 23,606 CHF | 99.97% | 99.97% |
18/07/2024 | 4.03% | 0.48 CHF | 0.50 CHF | 82,595 | 50,000 | 70,347 | 44,782 | 32,648 CHF | 21,553 CHF | 100.00% | 100.00% |
17/07/2024 | 4.43% | 0.52 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,141 CHF | 13,735 CHF | 79.70% | 79.70% |
16/07/2024 | 1.34% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 52,053 | 50,000 | 52,819 CHF | 51,478 CHF | 100.00% | 100.00% |
15/07/2024 | 1.58% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 54,886 | 50,000 | 54,890 CHF | 50,868 CHF | 99.68% | 99.68% |