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 | 0.56% | 1.71 CHF | 1.72 CHF | 45'000 | 45'000 | 44'573 | 44'573 | 80'326 CHF | 80'772 CHF | 98.73% | 98.73% |
24.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 45'000 | 45'000 | 44'577 | 44'576 | 101'010 CHF | 101'453 CHF | 99.94% | 99.94% |
23.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 102'984 CHF | 103'430 CHF | 100.00% | 100.00% |
22.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 45'000 | 45'000 | 44'564 | 44'564 | 104'171 CHF | 104'618 CHF | 96.82% | 96.82% |
19.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 45'000 | 45'000 | 44'579 | 44'577 | 101'748 CHF | 102'189 CHF | 99.50% | 99.50% |
18.07.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 45'000 | 45'000 | 44'579 | 44'579 | 103'031 CHF | 103'477 CHF | 100.00% | 100.00% |
17.07.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 45'000 | 45'000 | 44'572 | 44'572 | 95'550 CHF | 95'996 CHF | 98.58% | 98.58% |
16.07.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 45'000 | 45'000 | 44'589 | 44'589 | 96'292 CHF | 96'739 CHF | 99.97% | 99.97% |
15.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 45'000 | 45'000 | 44'577 | 44'577 | 103'153 CHF | 103'600 CHF | 99.69% | 99.69% |
12.07.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 103'012 CHF | 103'458 CHF | 100.00% | 100.00% |