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 | 2.50% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 296'398 CHF | 101'299 CHF | 93.44% | 93.44% |
24.07.2024 | 2.00% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 612'146 | 204'049 | 302'840 CHF | 102'987 CHF | 97.78% | 97.78% |
23.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'646 CHF | 112'882 CHF | 98.45% | 98.45% |
22.07.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'472 CHF | 104'491 CHF | 98.16% | 98.16% |
19.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'017 CHF | 104'672 CHF | 96.44% | 96.44% |
18.07.2024 | 1.91% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 604'451 | 201'484 | 314'399 CHF | 106'815 CHF | 96.92% | 96.92% |
17.07.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'844 CHF | 108'948 CHF | 99.10% | 99.10% |
16.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'350 CHF | 136'450 CHF | 97.42% | 97.42% |
15.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'824 CHF | 145'275 CHF | 99.44% | 99.44% |
12.07.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'966 CHF | 138'322 CHF | 97.11% | 97.11% |