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 | 1.63% | 0.63 CHF | 0.64 CHF | 425'000 | 425'000 | 409'862 | 409'862 | 249'501 CHF | 253'600 CHF | 99.99% | 99.99% |
24.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 207'449 CHF | 211'449 CHF | 99.99% | 99.99% |
23.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 400'000 | 400'000 | 397'762 | 397'762 | 202'211 CHF | 206'189 CHF | 100.00% | 100.00% |
22.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 395'000 | 395'000 | 396'060 | 396'060 | 199'222 CHF | 203'183 CHF | 99.99% | 99.99% |
19.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 400'000 | 400'000 | 399'993 | 399'993 | 206'142 CHF | 210'142 CHF | 100.00% | 100.00% |
18.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 395'000 | 395'000 | 397'735 | 397'735 | 202'949 CHF | 206'926 CHF | 100.00% | 100.00% |
17.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 400'000 | 400'000 | 402'481 | 402'481 | 219'011 CHF | 223'054 CHF | 100.00% | 100.00% |
16.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 405'000 | 405'000 | 405'000 | 405'000 | 218'700 CHF | 222'750 CHF | 100.00% | 100.00% |
15.07.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 400'000 | 400'000 | 397'124 | 397'124 | 202'891 CHF | 206'862 CHF | 100.00% | 100.00% |
12.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 395'000 | 395'000 | 399'071 | 399'071 | 204'626 CHF | 208'617 CHF | 99.99% | 99.99% |