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 | 1.06% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'939 CHF | 189'939 CHF | 93.59% | 93.59% |
24.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 194'128 | 194'128 | 196'951 CHF | 198'893 CHF | 94.82% | 94.82% |
23.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 190'000 | 190'000 | 190'054 | 190'054 | 197'785 CHF | 199'685 CHF | 95.39% | 95.39% |
22.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 197'787 CHF | 199'687 CHF | 97.22% | 97.22% |
19.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 190'000 | 190'000 | 190'358 | 190'358 | 194'991 CHF | 196'894 CHF | 91.48% | 91.48% |
18.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 200'690 CHF | 202'590 CHF | 94.42% | 94.42% |
17.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 190'000 | 190'000 | 189'101 | 189'101 | 205'236 CHF | 207'136 CHF | 94.72% | 94.72% |
16.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 188'779 | 188'779 | 205'877 CHF | 207'777 CHF | 95.61% | 95.61% |
15.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 211'841 CHF | 213'741 CHF | 95.56% | 95.56% |
12.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 210'217 CHF | 212'117 CHF | 96.36% | 96.36% |