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 | 0.69% | 1.54 CHF | 1.55 CHF | 284'900 | 284'900 | 284'900 | 284'900 | 412'546 CHF | 415'395 CHF | 99.90% | 99.90% |
24.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 255'600 | 255'600 | 255'600 | 255'600 | 448'075 CHF | 450'631 CHF | 100.00% | 100.00% |
23.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 264'400 | 264'400 | 264'400 | 264'400 | 522'440 CHF | 525'084 CHF | 99.99% | 99.99% |
22.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 297'600 | 297'600 | 297'600 | 297'600 | 556'798 CHF | 559'774 CHF | 100.00% | 100.00% |
19.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 273'500 | 273'500 | 273'500 | 273'500 | 468'225 CHF | 470'960 CHF | 99.93% | 99.93% |
18.07.2024 | 0.52% | 1.84 CHF | 1.85 CHF | 262'400 | 262'400 | 262'400 | 262'400 | 505'756 CHF | 508'380 CHF | 99.99% | 99.99% |
17.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 234'900 | 234'900 | 234'073 | 234'073 | 455'810 CHF | 458'159 CHF | 99.94% | 99.94% |
16.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 219'600 | 219'600 | 219'600 | 219'600 | 477'664 CHF | 479'860 CHF | 99.97% | 99.97% |
15.07.2024 | 0.40% | 2.37 CHF | 2.38 CHF | 195'100 | 195'100 | 195'100 | 195'100 | 486'677 CHF | 488'628 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.69 CHF | 2.70 CHF | 218'200 | 218'200 | 218'200 | 218'200 | 541'983 CHF | 544'165 CHF | 100.00% | 100.00% |