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 | 0.79% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'741 CHF | 189'747 CHF | 99.22% | 99.22% |
24.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'114 CHF | 195'205 CHF | 99.24% | 99.24% |
23.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'588 CHF | 202'696 CHF | 99.24% | 99.24% |
22.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'708 CHF | 197'069 CHF | 99.22% | 99.22% |
19.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'407 CHF | 186'969 CHF | 98.65% | 98.65% |
18.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'245 CHF | 191'248 CHF | 99.22% | 99.22% |
17.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'764 CHF | 187'088 CHF | 99.24% | 99.24% |
16.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'891 CHF | 182'464 CHF | 99.23% | 99.23% |
15.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'048 CHF | 183'183 CHF | 99.19% | 99.19% |
12.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'008 CHF | 183'503 CHF | 99.27% | 99.27% |