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 | 1.79% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'002 CHF | 40'722 CHF | 99.61% | 99.61% |
24.07.2024 | 1.77% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'749 | 50'000 | 53'066 CHF | 38'198 CHF | 98.70% | 98.70% |
23.07.2024 | 1.70% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 63'136 | 49'662 | 54'063 CHF | 43'504 CHF | 99.99% | 99.99% |
22.07.2024 | 1.31% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'021 | 50'000 | 54'167 CHF | 45'719 CHF | 99.27% | 99.27% |
19.07.2024 | 1.27% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'165 CHF | 51'821 CHF | 99.73% | 99.73% |
18.07.2024 | 1.40% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 55'652 | 50'000 | 54'969 CHF | 50'150 CHF | 99.09% | 99.09% |
17.07.2024 | 1.27% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 51'256 | 50'000 | 51'437 CHF | 50'859 CHF | 100.00% | 100.00% |
16.07.2024 | 1.29% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'822 | 50'000 | 57'597 CHF | 48'769 CHF | 99.24% | 99.24% |
15.07.2024 | 1.20% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 56'955 | 50'000 | 56'100 CHF | 49'895 CHF | 98.73% | 98.73% |
12.07.2024 | 1.22% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'412 CHF | 52'044 CHF | 99.38% | 99.38% |