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 | 1.42% | 0.71 CHF | 0.72 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 419'804 CHF | 70'967 CHF | 96.57% | 96.57% |
24.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 448'517 CHF | 75'753 CHF | 95.17% | 95.17% |
23.07.2024 | 1.52% | 0.71 CHF | 0.72 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 395'999 CHF | 67'000 CHF | 96.91% | 96.91% |
22.07.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 376'458 CHF | 63'743 CHF | 97.89% | 97.89% |
19.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 314'609 CHF | 53'435 CHF | 97.68% | 97.68% |
18.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 333'368 CHF | 56'561 CHF | 99.16% | 99.16% |
17.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 331'974 CHF | 56'329 CHF | 99.16% | 99.16% |
16.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 352'921 CHF | 59'820 CHF | 99.17% | 99.17% |
15.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 342'776 CHF | 58'129 CHF | 99.17% | 99.17% |
12.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 600'000 | 100'000 | 602'597 | 100'000 | 324'541 CHF | 54'876 CHF | 99.17% | 99.17% |