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 | 0.57% | 1.80 CHF | 1.81 CHF | 81'700 | 81'700 | 79'682 | 79'682 | 139'962 CHF | 140'759 CHF | 99.95% | 99.95% |
24.07.2024 | 0.69% | 1.53 CHF | 1.54 CHF | 86'800 | 86'800 | 87'121 | 87'121 | 126'773 CHF | 127'645 CHF | 100.00% | 100.00% |
23.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 84'800 | 84'800 | 83'890 | 83'890 | 127'389 CHF | 128'228 CHF | 100.00% | 100.00% |
22.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 86'300 | 86'300 | 86'327 | 86'327 | 135'149 CHF | 136'012 CHF | 100.00% | 100.00% |
19.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 88'100 | 88'100 | 88'127 | 88'127 | 128'255 CHF | 129'136 CHF | 99.99% | 99.99% |
18.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 88'700 | 88'700 | 88'700 | 88'700 | 130'949 CHF | 131'836 CHF | 100.00% | 100.00% |
17.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 89'000 | 89'000 | 88'975 | 88'975 | 127'250 CHF | 128'144 CHF | 99.63% | 99.63% |
16.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 87'500 | 87'500 | 87'105 | 87'105 | 128'474 CHF | 129'346 CHF | 100.00% | 100.00% |
15.07.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 80'300 | 80'300 | 80'148 | 80'148 | 125'432 CHF | 126'233 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 80'300 | 80'300 | 80'750 | 80'750 | 131'114 CHF | 131'922 CHF | 99.99% | 99.99% |