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 | 2.20% | 0.46 CHF | 0.47 CHF | 600'000 | 100'000 | 644'545 | 100'000 | 289'829 CHF | 46'068 CHF | 96.58% | 96.58% |
24.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 295'353 CHF | 50'225 CHF | 95.18% | 95.18% |
23.07.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 600'000 | 100'000 | 699'884 | 100'000 | 296'318 CHF | 43'758 CHF | 96.91% | 96.91% |
22.07.2024 | 2.45% | 0.45 CHF | 0.46 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 303'040 CHF | 41'405 CHF | 97.89% | 97.89% |
19.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 750'000 | 100'000 | 765'297 | 100'000 | 244'022 CHF | 32'935 CHF | 97.69% | 97.69% |
18.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 254'097 CHF | 34'880 CHF | 99.15% | 99.15% |
17.07.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 250'080 CHF | 34'344 CHF | 99.16% | 99.16% |
16.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 271'108 CHF | 37'148 CHF | 99.17% | 99.17% |
15.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 260'639 CHF | 35'752 CHF | 99.17% | 99.17% |
12.07.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 750'000 | 100'000 | 779'730 | 100'000 | 252'106 CHF | 33'400 CHF | 99.17% | 99.17% |