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 | 0.83% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 300'527 CHF | 121'211 CHF | 98.15% | 98.15% |
24.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'031 CHF | 115'012 CHF | 94.28% | 94.28% |
23.07.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 319'981 CHF | 128'992 CHF | 95.65% | 95.65% |
22.07.2024 | 0.75% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 333'015 CHF | 134'206 CHF | 97.70% | 97.70% |
19.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 371'059 CHF | 149'424 CHF | 97.73% | 97.73% |
18.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 360'673 CHF | 145'269 CHF | 99.15% | 99.15% |
17.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 365'024 CHF | 147'010 CHF | 99.17% | 99.17% |
16.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 352'072 CHF | 141'829 CHF | 99.16% | 99.16% |
15.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'069 CHF | 144'628 CHF | 99.17% | 99.17% |
12.07.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 372'364 CHF | 149'946 CHF | 99.16% | 99.16% |