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 | 0.70% | 1.44 CHF | 1.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 357'654 CHF | 144'061 CHF | 98.14% | 98.14% |
24.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 373'732 CHF | 150'493 CHF | 94.26% | 94.26% |
23.07.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 339'185 CHF | 136'674 CHF | 95.65% | 95.65% |
22.07.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 326'094 CHF | 131'438 CHF | 97.70% | 97.70% |
19.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 289'381 CHF | 116'753 CHF | 97.73% | 97.73% |
18.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 299'832 CHF | 120'933 CHF | 99.15% | 99.15% |
17.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 295'914 CHF | 119'366 CHF | 99.16% | 99.16% |
16.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'778 CHF | 124'511 CHF | 99.16% | 99.16% |
15.07.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 302'243 CHF | 121'897 CHF | 99.17% | 99.17% |
12.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'136 CHF | 117'054 CHF | 99.17% | 99.17% |