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 | 1.23% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 201'624 CHF | 204'124 CHF | 97.77% | 97.77% |
24.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'022 CHF | 230'522 CHF | 98.50% | 98.50% |
23.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 245'332 CHF | 247'832 CHF | 100.00% | 100.00% |
22.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 244'409 CHF | 246'909 CHF | 97.25% | 97.25% |
19.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 227'266 CHF | 229'766 CHF | 97.66% | 97.66% |
18.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 243'377 CHF | 245'877 CHF | 99.57% | 99.57% |
17.07.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 247'855 CHF | 250'355 CHF | 99.14% | 99.14% |
16.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 233'203 CHF | 235'703 CHF | 98.14% | 98.14% |
15.07.2024 | 1.26% | 0.99 CHF | 1.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 262'850 CHF | 266'192 CHF | 93.65% | 93.65% |
12.07.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 254'664 CHF | 257'164 CHF | 96.09% | 96.09% |