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 | 2.95% | 0.35 CHF | 0.36 CHF | 425'000 | 425'000 | 409'862 | 409'862 | 137'237 CHF | 141'336 CHF | 99.99% | 99.99% |
24.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 96'752 CHF | 100'752 CHF | 99.95% | 99.95% |
23.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 397'762 | 397'762 | 93'411 CHF | 97'389 CHF | 100.00% | 100.00% |
22.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 395'000 | 395'000 | 396'059 | 396'059 | 90'958 CHF | 94'919 CHF | 100.00% | 100.00% |
19.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 400'000 | 400'000 | 399'993 | 399'993 | 96'770 CHF | 100'770 CHF | 100.00% | 100.00% |
18.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 395'000 | 395'000 | 397'736 | 397'736 | 93'797 CHF | 97'774 CHF | 100.00% | 100.00% |
17.07.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 400'000 | 400'000 | 402'381 | 402'381 | 108'573 CHF | 112'616 CHF | 100.00% | 100.00% |
16.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 405'000 | 405'000 | 405'000 | 405'000 | 108'950 CHF | 113'000 CHF | 100.00% | 100.00% |
15.07.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 400'000 | 400'000 | 397'125 | 397'125 | 94'297 CHF | 98'269 CHF | 100.00% | 100.00% |
12.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 395'000 | 395'000 | 399'071 | 399'071 | 95'096 CHF | 99'087 CHF | 99.99% | 99.99% |