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 | 0.65% | 1.60 CHF | 1.61 CHF | 390'000 | 390'000 | 216'412 | 216'412 | 339'808 CHF | 341'978 CHF | 99.98% | 99.98% |
24.07.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 390'000 | 390'000 | 209'455 | 209'455 | 352'319 CHF | 354'418 CHF | 99.98% | 99.98% |
23.07.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 370'000 | 370'000 | 206'690 | 206'690 | 354'827 CHF | 356'900 CHF | 99.98% | 99.98% |
22.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 375'000 | 375'000 | 205'527 | 205'527 | 360'016 CHF | 362'075 CHF | 99.99% | 99.99% |
19.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 375'000 | 375'000 | 206'730 | 206'730 | 358'574 CHF | 360'648 CHF | 100.00% | 100.00% |
18.07.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 375'000 | 375'000 | 203'783 | 203'783 | 366'292 CHF | 368'339 CHF | 99.99% | 99.99% |
17.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 370'000 | 370'000 | 201'490 | 201'490 | 365'412 CHF | 367'443 CHF | 99.95% | 99.95% |
16.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 355'000 | 355'000 | 196'119 | 196'119 | 377'056 CHF | 379'021 CHF | 99.89% | 99.89% |
15.07.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 355'000 | 355'000 | 197'154 | 197'154 | 378'399 CHF | 380'374 CHF | 98.88% | 98.88% |
12.07.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 360'000 | 360'000 | 201'069 | 201'069 | 366'910 CHF | 368'925 CHF | 99.99% | 99.99% |