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 | 1.76% | 0.58 CHF | 0.59 CHF | 425'000 | 425'000 | 409'859 | 409'859 | 231'067 CHF | 235'166 CHF | 99.98% | 99.98% |
24.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 188'127 CHF | 192'127 CHF | 99.97% | 99.97% |
23.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 400'000 | 400'000 | 397'762 | 397'762 | 184'105 CHF | 188'082 CHF | 100.00% | 100.00% |
22.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 395'000 | 395'000 | 396'059 | 396'059 | 181'029 CHF | 184'990 CHF | 100.00% | 100.00% |
19.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 400'000 | 400'000 | 399'993 | 399'993 | 187'684 CHF | 191'684 CHF | 100.00% | 100.00% |
18.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 395'000 | 395'000 | 397'736 | 397'736 | 184'575 CHF | 188'552 CHF | 100.00% | 100.00% |
17.07.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 400'000 | 400'000 | 402'501 | 402'501 | 200'001 CHF | 204'045 CHF | 100.00% | 100.00% |
16.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 405'000 | 405'000 | 405'000 | 405'000 | 200'943 CHF | 204'993 CHF | 100.00% | 100.00% |
15.07.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 400'000 | 400'000 | 397'125 | 397'125 | 184'641 CHF | 188'612 CHF | 100.00% | 100.00% |
12.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 395'000 | 395'000 | 399'073 | 399'073 | 186'532 CHF | 190'523 CHF | 99.99% | 99.99% |