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 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 411'351 CHF | 165'540 CHF | 98.14% | 98.14% |
24.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 427'234 CHF | 171'894 CHF | 94.25% | 94.25% |
23.07.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 392'331 CHF | 157'932 CHF | 95.64% | 95.64% |
22.07.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 379'485 CHF | 152'794 CHF | 97.70% | 97.70% |
19.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 342'623 CHF | 138'049 CHF | 97.72% | 97.72% |
18.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 353'196 CHF | 142'278 CHF | 99.15% | 99.15% |
17.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 349'458 CHF | 140'783 CHF | 99.17% | 99.17% |
16.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 362'304 CHF | 145'921 CHF | 99.17% | 99.17% |
15.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 355'482 CHF | 143'193 CHF | 99.17% | 99.17% |
12.07.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 343'186 CHF | 138'274 CHF | 99.16% | 99.16% |