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 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 160'519 | 100'000 | 51'974 CHF | 33'415 CHF | 96.47% | 96.47% |
24.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 133'226 | 100'000 | 51'464 CHF | 39'651 CHF | 98.50% | 98.50% |
23.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 124'011 | 100'000 | 52'325 CHF | 43'239 CHF | 100.00% | 100.00% |
22.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 123'395 | 100'000 | 51'665 CHF | 42'908 CHF | 97.34% | 97.34% |
19.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'911 | 100'000 | 51'929 CHF | 39'234 CHF | 98.18% | 98.18% |
18.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 127'192 | 100'000 | 51'880 CHF | 41'821 CHF | 99.58% | 99.58% |
17.07.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 126'813 | 100'000 | 52'291 CHF | 42'269 CHF | 99.29% | 99.29% |
16.07.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 137'449 | 100'000 | 52'323 CHF | 39'090 CHF | 98.44% | 98.44% |
15.07.2024 | 2.90% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 112'622 | 100'000 | 50'897 CHF | 46'623 CHF | 93.66% | 93.66% |
12.07.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 118'482 | 100'000 | 52'173 CHF | 45'063 CHF | 96.09% | 96.09% |