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 | 2.16% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 114'440 CHF | 116'940 CHF | 95.74% | 95.74% |
24.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 134'637 CHF | 137'137 CHF | 98.41% | 98.41% |
23.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 148'650 CHF | 151'150 CHF | 100.00% | 100.00% |
22.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 148'249 CHF | 150'749 CHF | 97.26% | 97.26% |
19.07.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 134'663 CHF | 137'163 CHF | 97.79% | 97.79% |
18.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 147'385 CHF | 149'885 CHF | 99.59% | 99.59% |
17.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 150'881 CHF | 153'381 CHF | 97.28% | 97.28% |
16.07.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 138'917 CHF | 141'417 CHF | 98.54% | 98.54% |
15.07.2024 | 2.02% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 163'503 CHF | 166'844 CHF | 93.65% | 93.65% |
12.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 157'143 CHF | 159'643 CHF | 96.09% | 96.09% |