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 | 0.75% | 2.38 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'054 CHF | 59'655 CHF | 99.72% | 99.72% |
24.07.2024 | 0.66% | 2.42 CHF | 2.43 CHF | 30'000 | 25'000 | 29'888 | 25'000 | 72'703 CHF | 61'220 CHF | 98.70% | 98.70% |
23.07.2024 | 0.69% | 2.38 CHF | 2.39 CHF | 30'000 | 25'000 | 29'763 | 24'831 | 68'253 CHF | 57'333 CHF | 99.99% | 99.99% |
22.07.2024 | 0.68% | 2.32 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'280 CHF | 56'449 CHF | 99.04% | 99.04% |
19.07.2024 | 0.79% | 2.10 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'797 CHF | 52'744 CHF | 99.26% | 99.26% |
18.07.2024 | 0.80% | 2.15 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'049 CHF | 53'803 CHF | 99.26% | 99.26% |
17.07.2024 | 0.78% | 2.11 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'594 CHF | 53'410 CHF | 100.00% | 100.00% |
16.07.2024 | 0.74% | 2.19 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'155 CHF | 54'699 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 2.12 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'321 CHF | 54'024 CHF | 98.73% | 98.73% |
12.07.2024 | 0.75% | 2.12 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'855 CHF | 52'775 CHF | 99.38% | 99.38% |