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 | 2.50% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,231 | 50,000 | 52,121 CHF | 33,309 CHF | 87.76% | 87.76% |
24/07/2024 | 1.97% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,619 CHF | 39,787 CHF | 100.00% | 100.00% |
23/07/2024 | 1.96% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,937 CHF | 40,748 CHF | 100.00% | 100.00% |
22/07/2024 | 2.02% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 66,623 | 50,000 | 54,907 CHF | 42,134 CHF | 100.00% | 100.00% |
19/07/2024 | 2.27% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 72,431 | 50,000 | 52,488 CHF | 37,113 CHF | 99.23% | 99.23% |
18/07/2024 | 2.53% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 65,266 | 44,782 | 46,719 CHF | 32,894 CHF | 100.00% | 100.00% |
17/07/2024 | 3.85% | 0.65 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,077 CHF | 16,707 CHF | 79.70% | 79.70% |