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 | 1.05% | 1.50 CHF | 1.51 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'312 CHF | 37'462 CHF | 99.62% | 99.62% |
24.07.2024 | 1.11% | 1.53 CHF | 1.55 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'821 CHF | 39'070 CHF | 98.59% | 98.59% |
23.07.2024 | 1.26% | 1.49 CHF | 1.51 CHF | 40'000 | 25'000 | 39'628 | 24'831 | 55'698 CHF | 35'342 CHF | 99.99% | 99.99% |
22.07.2024 | 1.20% | 1.43 CHF | 1.45 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'177 CHF | 34'269 CHF | 99.10% | 99.10% |
19.07.2024 | 1.31% | 1.21 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'373 CHF | 30'584 CHF | 99.74% | 99.74% |
18.07.2024 | 1.19% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 44'797 | 25'000 | 55'908 CHF | 31'629 CHF | 99.80% | 99.80% |
17.07.2024 | 1.31% | 1.22 CHF | 1.24 CHF | 50'000 | 25'000 | 48'744 | 25'000 | 60'079 CHF | 31'245 CHF | 100.00% | 100.00% |
16.07.2024 | 1.20% | 1.30 CHF | 1.32 CHF | 40'000 | 25'000 | 40'147 | 25'000 | 51'674 CHF | 32'570 CHF | 100.00% | 100.00% |
15.07.2024 | 1.22% | 1.23 CHF | 1.25 CHF | 50'000 | 25'000 | 42'842 | 25'000 | 53'852 CHF | 31'851 CHF | 98.73% | 98.73% |
12.07.2024 | 1.24% | 1.23 CHF | 1.25 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'528 CHF | 30'642 CHF | 99.38% | 99.38% |