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 | 1.00% | 53.86 CHF | 54.40 CHF | 12'500 | 12'260 | 12'500 | 12'346 | 666'353 CHF | 664'770 CHF | 99.98% | 99.98% |
24.07.2024 | 1.00% | 55.58 CHF | 56.14 CHF | 12'500 | 12'410 | 12'500 | 12'445 | 695'227 CHF | 699'139 CHF | 100.00% | 100.00% |
23.07.2024 | 1.00% | 56.39 CHF | 56.96 CHF | 12'500 | 11'645 | 12'500 | 11'862 | 701'516 CHF | 672'397 CHF | 100.00% | 100.00% |
22.07.2024 | 1.00% | 56.12 CHF | 56.68 CHF | 12'205 | 12'430 | 12'277 | 12'444 | 693'290 CHF | 709'780 CHF | 100.00% | 100.00% |
19.07.2024 | 1.00% | 55.04 CHF | 55.59 CHF | 12'400 | 12'500 | 12'468 | 12'500 | 672'855 CHF | 681'360 CHF | 99.73% | 99.73% |
18.07.2024 | 1.00% | 53.20 CHF | 53.73 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 674'997 CHF | 681'752 CHF | 100.00% | 100.00% |
17.07.2024 | 1.00% | 54.44 CHF | 54.99 CHF | 12'200 | 12'500 | 12'204 | 12'500 | 665'490 CHF | 688'492 CHF | 100.00% | 100.00% |
16.07.2024 | 1.00% | 54.33 CHF | 54.88 CHF | 12'500 | 11'515 | 12'500 | 12'242 | 670'716 CHF | 663'436 CHF | 100.00% | 100.00% |
15.07.2024 | 1.00% | 53.22 CHF | 53.75 CHF | 12'263 | 11'998 | 12'404 | 12'359 | 657'763 CHF | 661'931 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 48.96 CHF | 49.45 CHF | 12'500 | 12'250 | 12'500 | 12'251 | 605'975 CHF | 599'897 CHF | 100.00% | 100.00% |