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 | 1.82% | 0.59 CHF | 0.60 CHF | 610'600 | 610'600 | 610'600 | 610'600 | 333'379 CHF | 339'485 CHF | 99.97% | 99.97% |
24.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 534'000 | 534'000 | 534'000 | 534'000 | 368'590 CHF | 373'930 CHF | 100.00% | 100.00% |
23.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 556'400 | 556'400 | 556'400 | 556'400 | 443'684 CHF | 449'248 CHF | 100.00% | 100.00% |
22.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 642'000 | 642'000 | 642'000 | 642'000 | 479'717 CHF | 486'137 CHF | 100.00% | 100.00% |
19.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 578'400 | 578'400 | 578'400 | 578'400 | 389'015 CHF | 394'799 CHF | 99.98% | 99.98% |
18.07.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 549'800 | 549'800 | 549'800 | 549'800 | 427'094 CHF | 432'592 CHF | 99.96% | 99.96% |
17.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 479'400 | 479'400 | 477'719 | 477'719 | 375'818 CHF | 380'612 CHF | 99.97% | 99.97% |
16.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 441'100 | 441'100 | 441'100 | 441'100 | 396'806 CHF | 401'217 CHF | 99.98% | 99.98% |
15.07.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 381'100 | 381'100 | 381'100 | 381'100 | 405'345 CHF | 409'156 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.17 CHF | 1.18 CHF | 436'200 | 436'200 | 436'200 | 436'200 | 462'458 CHF | 466'820 CHF | 100.00% | 100.00% |