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 | 0.82% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 303'547 | 303'547 | 364'265 CHF | 367'300 CHF | 97.78% | 97.78% |
24.07.2024 | 0.68% | 1.33 CHF | 1.34 CHF | 500'000 | 500'000 | 304'295 | 304'295 | 442'100 CHF | 445'143 CHF | 99.65% | 99.65% |
23.07.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 500'000 | 500'000 | 304'340 | 304'340 | 468'499 CHF | 471'542 CHF | 99.58% | 99.58% |
22.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 304'845 | 304'845 | 451'255 CHF | 454'304 CHF | 98.70% | 98.70% |
19.07.2024 | 3.64% | 1.42 CHF | 1.47 CHF | 50'000 | 50'000 | 33'422 | 33'422 | 45'082 CHF | 46'632 CHF | 94.18% | 94.18% |
18.07.2024 | 0.65% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 306'626 | 306'626 | 464'271 CHF | 467'337 CHF | 95.61% | 95.61% |
17.07.2024 | 0.65% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 304'224 | 304'224 | 462'960 CHF | 466'002 CHF | 99.43% | 99.43% |
16.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 500'000 | 500'000 | 305'456 | 305'456 | 519'457 CHF | 522'511 CHF | 97.62% | 97.62% |
15.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 500'000 | 500'000 | 306'634 | 306'634 | 531'810 CHF | 534'877 CHF | 95.58% | 95.58% |
12.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500'000 | 500'000 | 304'133 | 304'133 | 531'554 CHF | 534'595 CHF | 99.05% | 99.05% |