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 | 1.60% | 0.90 CHF | 0.91 CHF | 250'000 | 250'000 | 249'978 | 249'998 | 157'719 CHF | 160'235 CHF | 99.79% | 99.79% |
24.07.2024 | 0.73% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 343'224 CHF | 345'724 CHF | 99.96% | 99.96% |
23.07.2024 | 0.53% | 2.06 CHF | 2.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 473'181 CHF | 475'681 CHF | 100.00% | 100.00% |
22.07.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 419'127 CHF | 421'627 CHF | 99.99% | 99.99% |
19.07.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 250'000 | 250'000 | 249'959 | 249'959 | 435'680 CHF | 438'180 CHF | 99.26% | 99.26% |
18.07.2024 | 0.45% | 1.94 CHF | 1.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 557'682 CHF | 560'182 CHF | 99.99% | 99.99% |
17.07.2024 | 0.42% | 2.26 CHF | 2.27 CHF | 250'000 | 250'000 | 248'580 | 248'580 | 600'830 CHF | 603'330 CHF | 99.90% | 99.90% |
16.07.2024 | 0.38% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 662'007 CHF | 664'507 CHF | 99.98% | 99.98% |
15.07.2024 | 0.38% | 2.88 CHF | 2.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 665'269 CHF | 667'769 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.65 CHF | 2.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 576'969 CHF | 579'469 CHF | 99.93% | 99.93% |