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 | 0.94% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 265'153 CHF | 107'061 CHF | 98.14% | 98.14% |
24.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 281'657 CHF | 113'663 CHF | 94.26% | 94.26% |
23.07.2024 | 1.02% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 246'686 CHF | 99'674 CHF | 95.65% | 95.65% |
22.07.2024 | 1.07% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'765 CHF | 94'506 CHF | 97.70% | 97.70% |
19.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'036 CHF | 79'814 CHF | 97.73% | 97.73% |
18.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'512 CHF | 84'005 CHF | 99.15% | 99.15% |
17.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'911 CHF | 82'564 CHF | 99.16% | 99.16% |
16.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'793 CHF | 87'717 CHF | 99.17% | 99.17% |
15.07.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 209'894 CHF | 84'958 CHF | 99.17% | 99.17% |
12.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'636 CHF | 80'054 CHF | 99.17% | 99.17% |