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 | 1.45% | 1.18 CHF | 1.20 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'418 CHF | 29'634 CHF | 98.80% | 98.80% |
24.07.2024 | 1.41% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 46'399 | 25'000 | 57'005 CHF | 31'220 CHF | 98.70% | 98.70% |
23.07.2024 | 1.59% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 50'013 | 24'831 | 54'378 CHF | 27'536 CHF | 99.99% | 99.99% |
22.07.2024 | 1.36% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'961 | 25'000 | 53'093 CHF | 26'428 CHF | 99.43% | 99.43% |
19.07.2024 | 1.83% | 0.90 CHF | 0.92 CHF | 60'000 | 25'000 | 60'008 | 25'000 | 53'604 CHF | 22'745 CHF | 100.00% | 100.00% |
18.07.2024 | 1.71% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'197 CHF | 23'819 CHF | 99.40% | 99.40% |
17.07.2024 | 1.84% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'241 CHF | 23'444 CHF | 100.00% | 100.00% |
16.07.2024 | 1.69% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 59'489 | 25'000 | 57'853 CHF | 24'733 CHF | 99.91% | 99.91% |
15.07.2024 | 1.63% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'763 CHF | 24'041 CHF | 98.73% | 98.73% |
12.07.2024 | 1.64% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'218 | 25'000 | 54'054 CHF | 22'819 CHF | 99.38% | 99.38% |