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 | 1.06% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 234'984 CHF | 94'994 CHF | 98.14% | 98.14% |
24.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'984 CHF | 101'394 CHF | 94.27% | 94.27% |
23.07.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'331 CHF | 87'533 CHF | 95.65% | 95.65% |
22.07.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'595 CHF | 82'438 CHF | 97.71% | 97.71% |
19.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 166'881 CHF | 67'753 CHF | 97.73% | 97.73% |
18.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 177'332 CHF | 71'933 CHF | 99.15% | 99.15% |
17.07.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 173'414 CHF | 70'366 CHF | 99.16% | 99.16% |
16.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 186'278 CHF | 75'511 CHF | 99.17% | 99.17% |
15.07.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'743 CHF | 72'897 CHF | 99.17% | 99.17% |
12.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 167'636 CHF | 68'054 CHF | 99.16% | 99.16% |