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 | 1.14% | 0.79 CHF | 0.80 CHF | 45'000 | 45'000 | 44'572 | 44'569 | 39'486 CHF | 39'930 CHF | 98.47% | 98.47% |
24.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 45'000 | 45'000 | 44'577 | 44'577 | 60'167 CHF | 60'613 CHF | 99.68% | 99.68% |
23.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 45'000 | 45'000 | 44'578 | 44'576 | 62'150 CHF | 62'592 CHF | 100.00% | 100.00% |
22.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 45'000 | 45'000 | 44'573 | 44'573 | 63'378 CHF | 63'825 CHF | 98.77% | 98.77% |
19.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 45'000 | 45'000 | 44'579 | 44'577 | 61'001 CHF | 61'445 CHF | 99.80% | 99.80% |
18.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 45'000 | 45'000 | 44'577 | 44'577 | 62'235 CHF | 62'682 CHF | 99.72% | 99.72% |
17.07.2024 | 0.82% | 1.32 CHF | 1.33 CHF | 45'000 | 45'000 | 44'576 | 44'576 | 54'808 CHF | 55'254 CHF | 98.89% | 98.89% |
16.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 55'471 CHF | 55'917 CHF | 100.00% | 100.00% |
15.07.2024 | 0.72% | 1.30 CHF | 1.31 CHF | 45'000 | 45'000 | 44'579 | 44'579 | 62'364 CHF | 62'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 62'247 CHF | 62'693 CHF | 100.00% | 100.00% |