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 | 1.95% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'301 CHF | 103'767 CHF | 97.88% | 97.88% |
24.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 199'992 | 364'938 CHF | 123'641 CHF | 95.92% | 95.92% |
23.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 599'992 | 199'992 | 407'680 CHF | 137'890 CHF | 95.98% | 95.98% |
22.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'757 CHF | 131'586 CHF | 98.72% | 98.72% |
19.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'692 CHF | 140'231 CHF | 99.09% | 99.09% |
18.07.2024 | 1.11% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 541'252 CHF | 182'417 CHF | 99.25% | 99.25% |
17.07.2024 | 0.77% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 774'111 CHF | 260'037 CHF | 99.27% | 99.27% |
16.07.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 874'012 CHF | 293'337 CHF | 99.27% | 99.27% |
15.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 847'874 CHF | 284'625 CHF | 99.27% | 99.27% |
12.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 807'348 CHF | 271'116 CHF | 99.27% | 99.27% |