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 | 0.85% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 294'472 CHF | 118'789 CHF | 98.14% | 98.14% |
24.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 310'622 CHF | 125'249 CHF | 94.26% | 94.26% |
23.07.2024 | 0.91% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 276'099 CHF | 111'440 CHF | 95.64% | 95.64% |
22.07.2024 | 0.95% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 263'168 CHF | 106'267 CHF | 97.70% | 97.70% |
19.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'278 CHF | 91'511 CHF | 97.73% | 97.73% |
18.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 236'657 CHF | 95'663 CHF | 99.15% | 99.15% |
17.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'696 CHF | 94'078 CHF | 99.16% | 99.16% |
16.07.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 245'666 CHF | 99'267 CHF | 99.17% | 99.17% |
15.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 99'989 | 239'081 CHF | 96'622 CHF | 99.17% | 99.17% |
12.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'967 CHF | 91'787 CHF | 99.17% | 99.17% |