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 | 0.28% | 3.50 CHF | 3.51 CHF | 85'000 | 85'000 | 81'971 | 81'971 | 294'486 CHF | 295'306 CHF | 99.92% | 99.92% |
24.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 324'666 CHF | 325'466 CHF | 100.00% | 100.00% |
23.07.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 80'000 | 80'000 | 79'552 | 79'552 | 326'314 CHF | 327'109 CHF | 100.00% | 100.00% |
22.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 79'000 | 79'000 | 79'212 | 79'212 | 327'102 CHF | 327'894 CHF | 99.98% | 99.98% |
19.07.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 80'000 | 80'000 | 79'999 | 79'999 | 325'848 CHF | 326'648 CHF | 99.97% | 99.97% |
18.07.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 79'000 | 79'000 | 79'547 | 79'547 | 326'298 CHF | 327'093 CHF | 99.99% | 99.99% |
17.07.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 80'000 | 80'000 | 80'432 | 80'432 | 316'444 CHF | 317'253 CHF | 99.98% | 99.98% |
16.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 81'000 | 81'000 | 81'000 | 81'000 | 319'900 CHF | 320'710 CHF | 100.00% | 100.00% |
15.07.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 80'000 | 80'000 | 79'425 | 79'425 | 325'804 CHF | 326'598 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 79'000 | 79'000 | 79'814 | 79'814 | 327'183 CHF | 327'981 CHF | 99.99% | 99.99% |