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 | 1.85% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'751 CHF | 82'084 CHF | 99.23% | 99.23% |
24.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'667 CHF | 78'723 CHF | 99.24% | 99.24% |
23.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'675 CHF | 73'058 CHF | 99.24% | 99.24% |
22.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'746 CHF | 78'415 CHF | 99.22% | 99.22% |
19.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'766 CHF | 89'089 CHF | 98.67% | 98.67% |
18.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'494 CHF | 84'331 CHF | 99.22% | 99.22% |
17.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'804 CHF | 89'768 CHF | 99.23% | 99.23% |
16.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'551 CHF | 96'017 CHF | 99.24% | 99.24% |
15.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'156 CHF | 95'219 CHF | 99.19% | 99.19% |
12.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'471 CHF | 94'991 CHF | 99.27% | 99.27% |