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 | 0.48% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 522'484 CHF | 209'994 CHF | 98.14% | 98.14% |
24.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 538'483 CHF | 216'393 CHF | 94.26% | 94.26% |
23.07.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 503'599 CHF | 202'440 CHF | 95.65% | 95.65% |
22.07.2024 | 0.51% | 2.04 CHF | 2.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 490'795 CHF | 197'318 CHF | 97.70% | 97.70% |
19.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 453'778 CHF | 182'511 CHF | 97.73% | 97.73% |
18.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 464'327 CHF | 186'731 CHF | 99.15% | 99.15% |
17.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 460'195 CHF | 185'078 CHF | 99.17% | 99.17% |
16.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 473'599 CHF | 190'440 CHF | 99.17% | 99.17% |
15.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 466'581 CHF | 187'632 CHF | 99.17% | 99.17% |
12.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 454'467 CHF | 182'787 CHF | 99.16% | 99.16% |