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 | 2.44% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 93'289 CHF | 95'589 CHF | 94.97% | 94.97% |
24.07.2024 | 2.67% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 85'005 CHF | 87'305 CHF | 97.34% | 97.34% |
23.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 93'463 CHF | 95'763 CHF | 97.15% | 97.15% |
22.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'577 | 250'577 | 97'814 CHF | 100'320 CHF | 96.53% | 96.53% |
19.07.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 249'699 | 249'699 | 88'177 CHF | 90'674 CHF | 93.08% | 93.08% |
18.07.2024 | 2.42% | 0.36 CHF | 0.37 CHF | 210'000 | 210'000 | 209'959 | 209'959 | 86'352 CHF | 88'452 CHF | 90.45% | 90.45% |
17.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 210'000 | 210'000 | 208'888 | 208'888 | 104'304 CHF | 106'402 CHF | 99.57% | 99.57% |
16.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 198'459 | 198'459 | 100'876 CHF | 102'876 CHF | 100.00% | 100.00% |
15.07.2024 | 1.74% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 197'627 | 197'627 | 112'759 CHF | 114'735 CHF | 100.00% | 100.00% |
12.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'640 CHF | 116'640 CHF | 100.00% | 100.00% |