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 | 0.33% | 3.26 CHF | 3.27 CHF | 100'000 | 200'000 | 41'725 | 83'451 | 125'661 CHF | 252'156 CHF | 94.74% | 94.74% |
24.07.2024 | 0.27% | 3.50 CHF | 3.51 CHF | 100'000 | 200'000 | 41'487 | 82'974 | 151'358 CHF | 303'545 CHF | 97.89% | 97.89% |
23.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 100'000 | 200'000 | 41'643 | 83'286 | 167'482 CHF | 335'796 CHF | 97.06% | 97.06% |
22.07.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 100'000 | 200'000 | 41'244 | 82'488 | 157'767 CHF | 316'359 CHF | 98.96% | 98.96% |
19.07.2024 | 0.26% | 3.68 CHF | 3.69 CHF | 100'000 | 200'000 | 41'636 | 83'273 | 156'366 CHF | 313'564 CHF | 96.23% | 96.23% |
18.07.2024 | 0.34% | 3.48 CHF | 3.49 CHF | 100'000 | 200'000 | 40'211 | 80'422 | 150'207 CHF | 301'233 CHF | 96.05% | 96.05% |
17.07.2024 | 0.98% | 3.67 CHF | 3.68 CHF | 100'000 | 200'000 | 20'282 | 40'563 | 76'073 CHF | 152'744 CHF | 95.33% | 95.33% |
16.07.2024 | 0.22% | 4.35 CHF | 4.36 CHF | 100'000 | 200'000 | 41'454 | 82'908 | 183'286 CHF | 367'402 CHF | 98.07% | 98.07% |
15.07.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 100'000 | 200'000 | 41'526 | 83'052 | 193'298 CHF | 387'427 CHF | 95.81% | 95.81% |
12.07.2024 | 0.75% | 4.74 CHF | 4.75 CHF | 100'000 | 200'000 | 28'222 | 56'444 | 129'748 CHF | 260'180 CHF | 97.61% | 97.61% |