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 | 0.94% | 2.94 CHF | 2.98 CHF | 50,000 | 50,000 | 126,593 | 126,593 | 381,535 CHF | 383,719 CHF | 98.42% | 98.42% |
24/07/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 859,128 CHF | 861,628 CHF | 99.98% | 99.98% |
23/07/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 836,225 CHF | 838,725 CHF | 99.94% | 99.94% |
22/07/2024 | 0.30% | 3.20 CHF | 3.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 823,976 CHF | 826,476 CHF | 99.97% | 99.97% |
19/07/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 852,733 CHF | 855,233 CHF | 99.86% | 99.86% |
18/07/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 250,000 | 250,000 | 249,853 | 249,853 | 970,394 CHF | 972,894 CHF | 98.75% | 98.75% |
17/07/2024 | 0.25% | 3.84 CHF | 3.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 989,407 CHF | 991,907 CHF | 99.51% | 99.51% |
16/07/2024 | 0.37% | 3.86 CHF | 3.87 CHF | 250,000 | 250,000 | 226,064 | 226,064 | 841,399 CHF | 843,838 CHF | 99.95% | 99.95% |
15/07/2024 | 0.29% | 3.66 CHF | 3.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 872,203 CHF | 874,703 CHF | 99.77% | 99.77% |
12/07/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 852,149 CHF | 854,649 CHF | 98.72% | 98.72% |