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 | 0.55% | 1.73 CHF | 1.74 CHF | 40'000 | 40'000 | 39'620 | 39'618 | 72'527 CHF | 72'919 CHF | 98.57% | 98.57% |
24.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 90'922 CHF | 91'319 CHF | 100.00% | 100.00% |
23.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 92'682 CHF | 93'079 CHF | 100.00% | 100.00% |
22.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 40'000 | 40'000 | 39'622 | 39'622 | 93'750 CHF | 94'147 CHF | 99.13% | 99.13% |
19.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 40'000 | 40'000 | 39'626 | 39'624 | 91'588 CHF | 91'980 CHF | 99.73% | 99.73% |
18.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 40'000 | 40'000 | 39'625 | 39'623 | 92'722 CHF | 93'114 CHF | 99.96% | 99.96% |
17.07.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 86'105 CHF | 86'502 CHF | 99.37% | 99.37% |
16.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 39'624 | 39'624 | 86'678 CHF | 87'074 CHF | 100.00% | 100.00% |
15.07.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 40'000 | 40'000 | 39'626 | 39'626 | 92'785 CHF | 93'182 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 92'631 CHF | 93'028 CHF | 100.00% | 100.00% |