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 | 1.95% | 0.76 CHF | 0.77 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 391'021 CHF | 398'521 CHF | 99.96% | 99.96% |
24.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 721'734 CHF | 729'234 CHF | 99.81% | 99.81% |
23.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 946'138 CHF | 953'638 CHF | 100.00% | 100.00% |
22.07.2024 | 1.06% | 1.07 CHF | 1.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 717'240 CHF | 724'740 CHF | 98.37% | 98.37% |
19.07.2024 | 1.53% | 0.56 CHF | 0.57 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 488'856 CHF | 496'356 CHF | 99.92% | 99.92% |
18.07.2024 | 0.90% | 0.96 CHF | 0.97 CHF | 750'000 | 750'000 | 749'998 | 749'996 | 829'338 CHF | 836'836 CHF | 99.98% | 99.98% |
17.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 750'000 | 750'000 | 745'912 | 745'909 | 823'580 CHF | 831'077 CHF | 99.98% | 99.98% |
16.07.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 750'000 | 750'000 | 749'999 | 749'998 | 901'781 CHF | 909'280 CHF | 99.98% | 99.98% |
15.07.2024 | 0.65% | 1.43 CHF | 1.44 CHF | 750'000 | 750'000 | 750'000 | 749'998 | 1'151'660 CHF | 1'159'150 CHF | 99.09% | 99.09% |
12.07.2024 | 0.70% | 1.76 CHF | 1.77 CHF | 750'000 | 750'000 | 750'000 | 749'983 | 1'079'020 CHF | 1'086'490 CHF | 95.39% | 95.39% |