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 | 1.10% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'149 CHF | 91'460 CHF | 98.14% | 98.14% |
24.07.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 210'264 CHF | 85'106 CHF | 94.27% | 94.27% |
23.07.2024 | 1.02% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 245'578 CHF | 99'231 CHF | 95.64% | 95.64% |
22.07.2024 | 0.96% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'735 CHF | 104'494 CHF | 97.70% | 97.70% |
19.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'222 CHF | 119'489 CHF | 97.73% | 97.73% |
18.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 285'315 CHF | 115'126 CHF | 61.01% | 61.01% |
17.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 290'386 CHF | 117'154 CHF | 99.16% | 99.16% |
16.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 277'696 CHF | 112'079 CHF | 99.17% | 99.17% |
15.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 284'686 CHF | 114'874 CHF | 99.17% | 99.17% |
12.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 297'929 CHF | 120'172 CHF | 99.17% | 99.17% |