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 | 0.55% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 449'345 CHF | 180'738 CHF | 98.14% | 98.14% |
24.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 433'765 CHF | 174'506 CHF | 94.26% | 94.26% |
23.07.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 468'670 CHF | 188'468 CHF | 95.66% | 95.66% |
22.07.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 481'832 CHF | 193'733 CHF | 97.70% | 97.70% |
19.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 519'877 CHF | 208'951 CHF | 97.72% | 97.72% |
18.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 509'455 CHF | 204'782 CHF | 99.15% | 99.15% |
17.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 513'589 CHF | 206'436 CHF | 99.17% | 99.17% |
16.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 500'707 CHF | 201'283 CHF | 99.17% | 99.17% |
15.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 508'211 CHF | 204'284 CHF | 99.17% | 99.17% |
12.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 521'220 CHF | 209'488 CHF | 99.16% | 99.16% |