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 | 0.66% | 1.43 CHF | 1.44 CHF | 27'710 | 27'710 | 27'114 | 27'114 | 41'477 CHF | 41'748 CHF | 98.61% | 98.61% |
24.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 26'230 | 26'230 | 25'981 | 25'981 | 51'831 CHF | 52'091 CHF | 99.93% | 99.93% |
23.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 26'310 | 26'310 | 26'025 | 26'025 | 53'067 CHF | 53'328 CHF | 100.00% | 100.00% |
22.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 26'210 | 26'210 | 25'924 | 25'924 | 53'574 CHF | 53'833 CHF | 98.90% | 98.90% |
19.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 26'370 | 26'370 | 26'111 | 26'111 | 52'528 CHF | 52'790 CHF | 99.90% | 99.90% |
18.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 26'190 | 26'190 | 25'983 | 25'983 | 53'008 CHF | 53'268 CHF | 99.12% | 99.12% |
17.07.2024 | 0.54% | 1.97 CHF | 1.98 CHF | 26'510 | 26'510 | 26'573 | 26'573 | 49'789 CHF | 50'055 CHF | 99.26% | 99.26% |
16.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 26'920 | 26'920 | 26'708 | 26'708 | 50'439 CHF | 50'707 CHF | 99.90% | 99.90% |
15.07.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 26'820 | 26'820 | 26'246 | 26'246 | 53'618 CHF | 53'880 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 26'380 | 26'380 | 26'249 | 26'249 | 53'544 CHF | 53'807 CHF | 100.00% | 100.00% |