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 | 3.67% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 241'065 CHF | 83'355 CHF | 96.58% | 96.58% |
24.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 264'500 CHF | 91'167 CHF | 95.17% | 95.17% |
23.07.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 233'539 CHF | 80'846 CHF | 96.90% | 96.90% |
22.07.2024 | 3.95% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 224'216 CHF | 77'739 CHF | 97.89% | 97.89% |
19.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 175'682 CHF | 61'561 CHF | 97.68% | 97.68% |
18.07.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 183'433 CHF | 64'144 CHF | 99.16% | 99.16% |
17.07.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 181'944 CHF | 63'648 CHF | 99.17% | 99.17% |
16.07.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 197'476 CHF | 68'825 CHF | 99.17% | 99.17% |
15.07.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 190'985 CHF | 66'662 CHF | 99.17% | 99.17% |
12.07.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 175'542 CHF | 61'514 CHF | 99.17% | 99.17% |