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 | 3.99% | 0.25 CHF | 0.26 CHF | 470'100 | 470'100 | 458'494 | 458'494 | 112'633 CHF | 117'218 CHF | 99.99% | 99.99% |
24.07.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 503'600 | 503'600 | 505'405 | 505'405 | 97'652 CHF | 102'706 CHF | 100.00% | 100.00% |
23.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 487'900 | 487'900 | 482'625 | 482'625 | 98'332 CHF | 103'159 CHF | 100.00% | 100.00% |
22.07.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 501'900 | 501'900 | 502'067 | 502'067 | 106'275 CHF | 111'296 CHF | 99.99% | 99.99% |
19.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 512'900 | 512'900 | 513'056 | 513'056 | 99'151 CHF | 104'282 CHF | 100.00% | 100.00% |
18.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 518'000 | 518'000 | 518'000 | 518'000 | 101'714 CHF | 106'894 CHF | 99.99% | 99.99% |
17.07.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 520'000 | 520'000 | 520'178 | 520'178 | 98'318 CHF | 103'540 CHF | 99.67% | 99.67% |
16.07.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 508'200 | 508'200 | 505'978 | 505'978 | 99'135 CHF | 104'195 CHF | 100.00% | 100.00% |
15.07.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 455'900 | 455'900 | 454'996 | 454'996 | 96'419 CHF | 100'969 CHF | 100.00% | 100.00% |
12.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 458'500 | 458'500 | 461'051 | 461'051 | 102'553 CHF | 107'164 CHF | 100.00% | 100.00% |