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 | 4.93% | 0.22 CHF | 0.23 CHF | 325'000 | 325'000 | 329'144 | 329'136 | 65'260 CHF | 68'550 CHF | 86.26% | 86.26% |
24.07.2024 | 3.62% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 274'468 | 274'468 | 74'489 CHF | 77'234 CHF | 92.56% | 92.56% |
23.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 275'000 | 275'000 | 268'872 | 268'874 | 75'527 CHF | 78'216 CHF | 91.66% | 91.66% |
22.07.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 275'000 | 275'000 | 269'090 | 269'091 | 76'812 CHF | 79'503 CHF | 96.71% | 96.71% |
19.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 275'209 | 275'209 | 70'101 CHF | 72'853 CHF | 94.77% | 94.77% |
18.07.2024 | 3.75% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 272'008 | 272'009 | 71'235 CHF | 73'955 CHF | 90.35% | 90.35% |
17.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 276'355 | 276'354 | 69'489 CHF | 72'252 CHF | 96.02% | 96.02% |
16.07.2024 | 4.12% | 0.26 CHF | 0.27 CHF | 275'000 | 275'000 | 295'103 | 295'103 | 70'250 CHF | 73'201 CHF | 96.35% | 96.35% |
15.07.2024 | 3.60% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 267'472 | 267'472 | 73'067 CHF | 75'742 CHF | 94.48% | 94.48% |
12.07.2024 | 3.55% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 270'960 | 270'961 | 75'070 CHF | 77'779 CHF | 98.24% | 98.24% |