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 | 0.59% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'412 CHF | 42'662 CHF | 100.00% | 100.00% |
24.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'821 CHF | 41'071 CHF | 100.00% | 100.00% |
23.07.2024 | 0.56% | 1.69 CHF | 1.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'333 CHF | 44'583 CHF | 100.00% | 100.00% |
22.07.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'645 CHF | 45'895 CHF | 100.00% | 100.00% |
19.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'378 CHF | 49'628 CHF | 99.52% | 99.52% |
18.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'376 CHF | 48'626 CHF | 97.89% | 97.89% |
17.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'791 CHF | 49'041 CHF | 99.62% | 99.62% |
16.07.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'500 CHF | 47'750 CHF | 99.98% | 99.98% |
15.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'221 CHF | 48'471 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'513 CHF | 49'763 CHF | 97.75% | 97.75% |