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 | 1.77% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 497'526 | 165'842 | 277'707 CHF | 94'227 CHF | 93.18% | 93.18% |
24.07.2024 | 1.54% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'201 CHF | 98'234 CHF | 99.49% | 99.49% |
23.07.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'263 CHF | 99'921 CHF | 99.45% | 99.45% |
22.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'558 CHF | 105'020 CHF | 99.44% | 99.44% |
19.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'138 CHF | 102'879 CHF | 96.39% | 96.39% |
18.07.2024 | 1.34% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'952 CHF | 112'484 CHF | 99.41% | 99.41% |
17.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'454 CHF | 113'985 CHF | 94.87% | 94.87% |
16.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'751 CHF | 125'750 CHF | 97.77% | 97.77% |
15.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'970 CHF | 124'490 CHF | 92.04% | 92.04% |
12.07.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'403 CHF | 111'634 CHF | 99.33% | 99.33% |