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 | 1.68% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,406 CHF | 47,802 CHF | 98.58% | 98.58% |
24/07/2024 | 1.51% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,542 CHF | 54,355 CHF | 100.00% | 100.00% |
23/07/2024 | 1.44% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,455 CHF | 55,248 CHF | 100.00% | 100.00% |
22/07/2024 | 1.50% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,850 CHF | 56,696 CHF | 100.00% | 100.00% |
19/07/2024 | 1.64% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,661 | 50,000 | 52,465 CHF | 51,673 CHF | 99.97% | 99.97% |
18/07/2024 | 1.82% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 46,752 | 44,781 | 47,085 CHF | 45,925 CHF | 99.97% | 99.97% |
17/07/2024 | 2.52% | 0.94 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,418 CHF | 24,015 CHF | 79.70% | 79.70% |
16/07/2024 | 3.20% | 0.50 CHF | 0.51 CHF | 92,194 | 50,000 | 92,924 | 50,000 | 42,450 CHF | 23,585 CHF | 100.00% | 100.00% |
15/07/2024 | 2.90% | 0.45 CHF | 0.46 CHF | 93,062 | 50,000 | 92,499 | 50,000 | 43,642 CHF | 24,288 CHF | 99.68% | 99.68% |
12/07/2024 | 3.36% | 0.46 CHF | 0.47 CHF | 92,735 | 50,000 | 93,817 | 50,000 | 38,499 CHF | 21,231 CHF | 99.01% | 99.01% |