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 | 0.85% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'984 CHF | 46'212 CHF | 99.62% | 99.62% |
24.07.2024 | 0.86% | 1.88 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'893 CHF | 47'820 CHF | 98.59% | 98.59% |
23.07.2024 | 0.92% | 1.84 CHF | 1.86 CHF | 30'000 | 25'000 | 31'233 | 24'831 | 54'667 CHF | 43'992 CHF | 99.99% | 99.99% |
22.07.2024 | 0.96% | 1.78 CHF | 1.80 CHF | 30'000 | 25'000 | 32'014 | 25'000 | 54'466 CHF | 43'019 CHF | 99.10% | 99.10% |
19.07.2024 | 1.09% | 1.56 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'218 CHF | 39'312 CHF | 99.92% | 99.92% |
18.07.2024 | 0.95% | 1.61 CHF | 1.63 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'980 CHF | 40'368 CHF | 99.94% | 99.94% |
17.07.2024 | 1.02% | 1.57 CHF | 1.59 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'343 CHF | 39'995 CHF | 100.00% | 100.00% |
16.07.2024 | 0.90% | 1.65 CHF | 1.67 CHF | 40'000 | 25'000 | 39'663 | 25'000 | 64'846 CHF | 41'250 CHF | 100.00% | 100.00% |
15.07.2024 | 1.03% | 1.58 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 64'274 CHF | 40'586 CHF | 98.73% | 98.73% |
12.07.2024 | 1.08% | 1.58 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'332 CHF | 39'379 CHF | 99.38% | 99.38% |