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 | 1.45% | 0.64 CHF | 0.65 CHF | 170'000 | 170'000 | 164'303 | 164'303 | 112'596 CHF | 114'239 CHF | 99.71% | 99.71% |
24.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 146'912 CHF | 148'512 CHF | 100.00% | 100.00% |
23.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 160'000 | 160'000 | 159'105 | 159'105 | 149'658 CHF | 151'249 CHF | 100.00% | 100.00% |
22.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 158'000 | 158'000 | 158'424 | 158'424 | 151'191 CHF | 152'776 CHF | 100.00% | 100.00% |
19.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 160'000 | 160'000 | 159'997 | 159'997 | 148'271 CHF | 149'871 CHF | 100.00% | 100.00% |
18.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 158'000 | 158'000 | 159'094 | 159'094 | 149'713 CHF | 151'304 CHF | 99.99% | 99.99% |
17.07.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 137'967 CHF | 139'584 CHF | 99.99% | 99.99% |
16.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 140'066 CHF | 141'686 CHF | 100.00% | 100.00% |
15.07.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 160'000 | 160'000 | 158'850 | 158'850 | 149'679 CHF | 151'267 CHF | 100.00% | 100.00% |
12.07.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 158'000 | 158'000 | 159'628 | 159'628 | 150'087 CHF | 151'683 CHF | 99.99% | 99.99% |