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 | 2.30% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 135'038 | 121'471 | 57'869 CHF | 53'126 CHF | 87.71% | 87.71% |
24.07.2024 | 7.08% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 41'521 | 41'521 | 24'609 CHF | 25'370 CHF | 88.50% | 88.50% |
23.07.2024 | 1.10% | 0.91 CHF | 0.93 CHF | 200'000 | 200'000 | 101'064 | 101'064 | 91'541 CHF | 92'551 CHF | 78.79% | 78.91% |
22.07.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 121'757 | 121'757 | 100'359 CHF | 101'576 CHF | 99.43% | 99.65% |
19.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 149'321 | 149'321 | 115'696 CHF | 117'190 CHF | 42.59% | 99.15% |
18.07.2024 | 1.14% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 121'795 | 121'795 | 104'834 CHF | 106'052 CHF | 99.20% | 99.20% |
17.07.2024 | 1.08% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 121'666 | 121'666 | 110'757 CHF | 111'974 CHF | 99.47% | 99.47% |
16.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 121'745 | 121'745 | 138'976 CHF | 140'194 CHF | 99.45% | 99.45% |
15.07.2024 | 0.92% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 121'800 | 121'800 | 133'438 CHF | 134'656 CHF | 99.36% | 99.36% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 121'732 | 121'732 | 133'348 CHF | 134'566 CHF | 99.68% | 99.68% |