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 | 19.82% | 0.18 CHF | 0.25 CHF | 10,000 | 10,000 | 98,391 | 25,279 | 20,383 CHF | 5,722 CHF | 98.68% | 98.68% |
24/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 201,467 | 50,000 | 50,165 CHF | 12,953 CHF | 99.99% | 99.99% |
23/07/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 213,524 | 50,000 | 50,418 CHF | 12,324 CHF | 100.00% | 100.00% |
22/07/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 208,342 | 50,000 | 50,667 CHF | 12,686 CHF | 100.00% | 100.00% |
19/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 197,285 | 50,000 | 51,533 CHF | 13,567 CHF | 99.99% | 99.99% |
18/07/2024 | 3.07% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 160,427 | 49,969 | 51,725 CHF | 16,638 CHF | 98.68% | 98.68% |
17/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 145,554 | 50,000 | 51,252 CHF | 18,133 CHF | 100.00% | 100.00% |
16/07/2024 | 5.19% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 145,302 | 45,211 | 45,822 CHF | 14,749 CHF | 100.00% | 100.00% |
15/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 161,163 | 50,000 | 52,319 CHF | 16,744 CHF | 99.76% | 99.76% |
12/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 160,499 | 49,990 | 51,517 CHF | 16,548 CHF | 97.74% | 97.74% |