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 | 0.66% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 375'016 CHF | 151'006 CHF | 98.14% | 98.14% |
24.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'374 CHF | 144'749 CHF | 94.25% | 94.25% |
23.07.2024 | 0.63% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 394'296 CHF | 158'718 CHF | 95.66% | 95.66% |
22.07.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 407'559 CHF | 164'024 CHF | 97.70% | 97.70% |
19.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 445'464 CHF | 179'186 CHF | 97.73% | 97.73% |
18.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 434'988 CHF | 174'995 CHF | 99.16% | 99.16% |
17.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 439'353 CHF | 176'741 CHF | 99.16% | 99.16% |
16.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 426'401 CHF | 171'560 CHF | 99.17% | 99.17% |
15.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 433'915 CHF | 174'566 CHF | 99.17% | 99.17% |
12.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 446'814 CHF | 179'726 CHF | 99.17% | 99.17% |