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 | 1.47% | 0.98 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'665 CHF | 49'384 CHF | 98.24% | 98.24% |
24.07.2024 | 1.40% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'194 CHF | 51'913 CHF | 98.70% | 98.70% |
23.07.2024 | 1.45% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 49'662 | 49'662 | 45'299 CHF | 45'952 CHF | 99.99% | 99.99% |
22.07.2024 | 1.39% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'572 CHF | 44'181 CHF | 99.43% | 99.43% |
19.07.2024 | 1.64% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'647 CHF | 38'268 CHF | 99.94% | 99.94% |
18.07.2024 | 1.76% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'350 CHF | 40'046 CHF | 99.09% | 99.09% |
17.07.2024 | 1.65% | 0.76 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'754 CHF | 39'400 CHF | 99.80% | 99.80% |
16.07.2024 | 1.52% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'833 CHF | 41'457 CHF | 98.95% | 98.95% |
15.07.2024 | 1.51% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'700 CHF | 40'305 CHF | 98.73% | 98.73% |
12.07.2024 | 1.79% | 0.77 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'776 CHF | 38'457 CHF | 99.38% | 99.38% |