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 | 3.33% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'386 CHF | 30'754 CHF | 99.26% | 99.26% |
24.07.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 63'370 CHF | 26'348 CHF | 99.38% | 99.38% |
23.07.2024 | 3.65% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 67'585 CHF | 28'034 CHF | 99.38% | 99.38% |
22.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'307 CHF | 29'923 CHF | 99.38% | 99.38% |
19.07.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 76'199 CHF | 31'480 CHF | 97.33% | 97.33% |
18.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'412 CHF | 33'565 CHF | 99.37% | 99.37% |
17.07.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 88'796 CHF | 36'519 CHF | 99.07% | 99.07% |
16.07.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'083 CHF | 37'033 CHF | 99.38% | 99.38% |
15.07.2024 | 3.58% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'272 CHF | 28'709 CHF | 99.37% | 99.37% |