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 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 109,657 | 50,000 | 51,886 CHF | 24,195 CHF | 85.97% | 85.97% |
24/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 130,009 | 50,000 | 51,182 CHF | 20,184 CHF | 100.00% | 100.00% |
23/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 134,754 | 50,000 | 51,755 CHF | 19,716 CHF | 98.41% | 98.41% |
22/07/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 130,868 | 50,000 | 51,807 CHF | 20,363 CHF | 100.00% | 100.00% |
19/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 128,188 | 50,000 | 51,899 CHF | 20,759 CHF | 100.00% | 100.00% |
18/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 138,273 | 50,000 | 52,489 CHF | 19,487 CHF | 100.00% | 100.00% |
17/07/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 142,646 | 50,000 | 52,381 CHF | 18,877 CHF | 100.00% | 100.00% |
16/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 150,307 | 50,000 | 50,365 CHF | 17,255 CHF | 100.00% | 100.00% |
15/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 151,183 | 50,000 | 149,517 | 50,000 | 48,335 CHF | 16,663 CHF | 99.72% | 99.72% |
12/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 149,782 | 50,000 | 149,080 | 50,000 | 45,812 CHF | 15,865 CHF | 99.01% | 99.01% |