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 | 1.92% | 0.82 CHF | 0.84 CHF | 70'000 | 25'000 | 66'020 | 25'000 | 54'976 CHF | 21'252 CHF | 99.11% | 99.11% |
24.07.2024 | 2.24% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'294 | 25'000 | 54'191 CHF | 19'716 CHF | 98.70% | 98.70% |
23.07.2024 | 1.92% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 60'807 | 24'831 | 54'820 CHF | 23'053 CHF | 99.99% | 99.99% |
22.07.2024 | 1.58% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 56'942 | 25'000 | 54'634 CHF | 24'428 CHF | 99.40% | 99.40% |
19.07.2024 | 1.48% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'631 CHF | 28'231 CHF | 99.89% | 99.89% |
18.07.2024 | 1.35% | 1.06 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'632 CHF | 27'179 CHF | 99.59% | 99.59% |
17.07.2024 | 1.38% | 1.10 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'463 CHF | 27'610 CHF | 99.53% | 99.53% |
16.07.2024 | 1.49% | 1.02 CHF | 1.04 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'860 CHF | 26'318 CHF | 100.00% | 100.00% |
15.07.2024 | 1.54% | 1.09 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'329 CHF | 27'079 CHF | 98.73% | 98.73% |
12.07.2024 | 1.41% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'948 CHF | 28'371 CHF | 99.38% | 99.38% |