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 | 4.01% | 0.25 CHF | 0.26 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 219'964 CHF | 38'161 CHF | 96.58% | 96.58% |
24.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 900'000 | 150'000 | 834'249 | 150'000 | 229'772 CHF | 42'990 CHF | 95.15% | 95.15% |
23.07.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 900'000 | 150'000 | 888'628 | 150'000 | 211'421 CHF | 37'298 CHF | 96.91% | 96.91% |
22.07.2024 | 4.37% | 0.26 CHF | 0.27 CHF | 900'000 | 150'000 | 900'000 | 149'992 | 202'745 CHF | 35'289 CHF | 97.90% | 97.90% |
19.07.2024 | 6.01% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 145'820 CHF | 25'803 CHF | 97.68% | 97.68% |
18.07.2024 | 5.59% | 0.18 CHF | 0.19 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 156'881 CHF | 27'647 CHF | 99.16% | 99.16% |
17.07.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 155'221 CHF | 27'370 CHF | 99.17% | 99.17% |
16.07.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 173'176 CHF | 30'363 CHF | 99.17% | 99.17% |
15.07.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 164'360 CHF | 28'893 CHF | 99.17% | 99.17% |
12.07.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 150'457 CHF | 26'576 CHF | 99.17% | 99.17% |