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 | 1.22% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'791 CHF | 41'291 CHF | 100.00% | 100.00% |
24.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'655 CHF | 43'155 CHF | 100.00% | 100.00% |
23.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'968 CHF | 44'468 CHF | 100.00% | 100.00% |
22.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'449 CHF | 43'949 CHF | 100.00% | 100.00% |
19.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'827 CHF | 43'327 CHF | 99.73% | 99.73% |
18.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'624 CHF | 42'124 CHF | 99.74% | 99.74% |
17.07.2024 | 1.15% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'067 CHF | 43'567 CHF | 100.00% | 100.00% |
16.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'240 CHF | 45'740 CHF | 100.00% | 100.00% |
15.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'161 CHF | 44'661 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'079 CHF | 45'579 CHF | 99.98% | 99.98% |