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 | 1.67% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 99'955 | 148'322 CHF | 60'301 CHF | 99.16% | 99.16% |
24.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 249'981 | 100'000 | 225'747 CHF | 91'306 CHF | 99.38% | 99.38% |
23.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 249'994 | 100'000 | 233'105 CHF | 94'244 CHF | 99.38% | 99.38% |
22.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 249'989 | 100'000 | 237'826 CHF | 96'135 CHF | 99.37% | 99.37% |
19.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 228'750 CHF | 92'500 CHF | 97.33% | 97.33% |
18.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'359 CHF | 94'344 CHF | 99.37% | 99.37% |
17.07.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 99'988 | 205'294 CHF | 83'108 CHF | 99.06% | 99.06% |
16.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'908 CHF | 84'163 CHF | 99.37% | 99.37% |
15.07.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'707 CHF | 94'483 CHF | 99.37% | 99.37% |
12.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 249'988 | 100'000 | 232'969 CHF | 94'193 CHF | 99.38% | 99.38% |