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 | 1.06% | 0.89 CHF | 0.90 CHF | 170'000 | 170'000 | 163'944 | 163'944 | 154'088 CHF | 155'727 CHF | 99.99% | 99.99% |
24.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 187'604 CHF | 189'204 CHF | 100.00% | 100.00% |
23.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 160'000 | 160'000 | 159'105 | 159'105 | 190'082 CHF | 191'673 CHF | 100.00% | 100.00% |
22.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 158'000 | 158'000 | 158'424 | 158'424 | 191'520 CHF | 193'104 CHF | 100.00% | 100.00% |
19.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 160'000 | 160'000 | 159'997 | 159'997 | 189'118 CHF | 190'718 CHF | 100.00% | 100.00% |
18.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 158'000 | 158'000 | 159'094 | 159'094 | 190'216 CHF | 191'807 CHF | 99.99% | 99.99% |
17.07.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 160'829 | 160'829 | 178'894 CHF | 180'511 CHF | 100.00% | 100.00% |
16.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 181'425 CHF | 183'045 CHF | 100.00% | 100.00% |
15.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 160'000 | 160'000 | 158'850 | 158'850 | 190'092 CHF | 191'680 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 158'000 | 158'000 | 159'628 | 159'628 | 190'781 CHF | 192'377 CHF | 100.00% | 100.00% |