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 | 2.17% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 778'417 | 259'472 | 354'352 CHF | 120'712 CHF | 96.57% | 96.57% |
24.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 367'175 CHF | 124'892 CHF | 95.16% | 95.16% |
23.07.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 846'443 | 282'148 | 366'811 CHF | 125'092 CHF | 96.90% | 96.90% |
22.07.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 377'441 CHF | 128'814 CHF | 97.90% | 97.90% |
19.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 312'758 CHF | 107'253 CHF | 97.69% | 97.69% |
18.07.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 324'640 CHF | 111'213 CHF | 99.15% | 99.15% |
17.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 324'540 CHF | 111'180 CHF | 99.17% | 99.17% |
16.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 348'242 CHF | 119'081 CHF | 99.17% | 99.17% |
15.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 338'011 CHF | 115'670 CHF | 99.16% | 99.16% |
12.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 315'138 CHF | 108'046 CHF | 99.17% | 99.17% |