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 | 3.67% | 0.14 CHF | 0.15 CHF | 2'442'400 | 2'442'400 | 2'442'400 | 2'442'400 | 327'297 CHF | 339'509 CHF | 99.99% | 99.99% |
24.07.2024 | 2.90% | 0.17 CHF | 0.17 CHF | 2'135'700 | 2'135'700 | 2'135'700 | 2'135'700 | 363'166 CHF | 373'845 CHF | 100.00% | 100.00% |
23.07.2024 | 2.51% | 0.20 CHF | 0.20 CHF | 2'225'400 | 2'225'400 | 2'225'400 | 2'225'400 | 437'977 CHF | 449'104 CHF | 100.00% | 100.00% |
22.07.2024 | 2.68% | 0.19 CHF | 0.20 CHF | 2'567'700 | 2'567'700 | 2'567'700 | 2'567'700 | 472'871 CHF | 485'710 CHF | 100.00% | 100.00% |
19.07.2024 | 2.98% | 0.16 CHF | 0.17 CHF | 2'313'500 | 2'313'500 | 2'313'500 | 2'313'500 | 383'148 CHF | 394'715 CHF | 99.96% | 99.96% |
18.07.2024 | 2.58% | 0.18 CHF | 0.19 CHF | 2'198'900 | 2'198'900 | 2'198'900 | 2'198'900 | 421'601 CHF | 432'596 CHF | 99.99% | 99.99% |
17.07.2024 | 2.56% | 0.19 CHF | 0.20 CHF | 1'917'300 | 1'917'300 | 1'910'580 | 1'910'580 | 370'832 CHF | 380'419 CHF | 100.00% | 100.00% |
16.07.2024 | 2.22% | 0.23 CHF | 0.23 CHF | 1'764'400 | 1'764'400 | 1'764'400 | 1'764'400 | 392'448 CHF | 401'270 CHF | 100.00% | 100.00% |
15.07.2024 | 3.08% | 0.25 CHF | 0.25 CHF | 1'524'100 | 1'524'100 | 1'524'100 | 1'524'100 | 397'479 CHF | 410'029 CHF | 100.00% | 100.00% |
12.07.2024 | 2.34% | 0.28 CHF | 0.29 CHF | 1'744'500 | 1'744'500 | 1'744'500 | 1'744'500 | 455'632 CHF | 466'507 CHF | 100.00% | 100.00% |