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 | 0.57% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 52'832 CHF | 53'132 CHF | 99.89% | 99.89% |
24.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 54'381 CHF | 54'681 CHF | 100.00% | 100.00% |
23.07.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'014 CHF | 51'314 CHF | 100.00% | 100.00% |
22.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 49'813 CHF | 50'113 CHF | 100.00% | 100.00% |
19.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'249 CHF | 46'549 CHF | 99.52% | 99.52% |
18.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'239 CHF | 47'539 CHF | 97.89% | 97.89% |
17.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'885 CHF | 47'185 CHF | 99.77% | 99.77% |
16.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'142 CHF | 48'442 CHF | 100.00% | 100.00% |
15.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'481 CHF | 47'781 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'331 CHF | 46'631 CHF | 97.75% | 97.75% |