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 | 3.04% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 160,519 | 100,000 | 51,974 CHF | 33,415 CHF | 96.47% | 96.47% |
24/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 133,226 | 100,000 | 51,464 CHF | 39,651 CHF | 98.50% | 98.50% |
23/07/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 124,011 | 100,000 | 52,325 CHF | 43,239 CHF | 100.00% | 100.00% |
22/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 123,395 | 100,000 | 51,665 CHF | 42,908 CHF | 97.34% | 97.34% |
19/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 135,911 | 100,000 | 51,929 CHF | 39,234 CHF | 98.18% | 98.18% |
18/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 127,192 | 100,000 | 51,880 CHF | 41,821 CHF | 99.58% | 99.58% |
17/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 126,813 | 100,000 | 52,291 CHF | 42,269 CHF | 99.29% | 99.29% |
16/07/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 137,449 | 100,000 | 52,323 CHF | 39,090 CHF | 98.44% | 98.44% |
15/07/2024 | 2.90% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 112,622 | 100,000 | 50,897 CHF | 46,623 CHF | 93.66% | 93.66% |
12/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 118,482 | 100,000 | 52,173 CHF | 45,063 CHF | 96.09% | 96.09% |