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 | 0.42% | 2.46 CHF | 2.47 CHF | 49'000 | 49'000 | 49'553 | 49'553 | 116'930 CHF | 117'425 CHF | 99.95% | 99.95% |
24.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 49'000 | 49'000 | 48'836 | 48'836 | 118'140 CHF | 118'628 CHF | 99.99% | 99.99% |
23.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 48'000 | 48'000 | 47'992 | 47'992 | 119'852 CHF | 120'332 CHF | 100.00% | 100.00% |
22.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 48'000 | 48'000 | 48'376 | 48'376 | 118'033 CHF | 118'517 CHF | 100.00% | 100.00% |
19.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 114'583 CHF | 115'073 CHF | 99.97% | 99.97% |
18.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 116'606 CHF | 117'096 CHF | 99.98% | 99.98% |
17.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 49'000 | 49'000 | 48'773 | 48'773 | 114'146 CHF | 114'636 CHF | 99.35% | 99.35% |
16.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 49'000 | 49'000 | 49'072 | 49'072 | 112'708 CHF | 113'199 CHF | 99.98% | 99.98% |
15.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 113'149 CHF | 113'640 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 113'063 CHF | 113'554 CHF | 100.00% | 100.00% |