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 | 0.92% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'070 CHF | 27'320 CHF | 99.89% | 99.89% |
24.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'679 CHF | 28'929 CHF | 100.00% | 100.00% |
23.07.2024 | 1.00% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'167 CHF | 25'417 CHF | 100.00% | 100.00% |
22.07.2024 | 1.04% | 1.03 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'919 CHF | 24'169 CHF | 100.00% | 100.00% |
19.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'205 CHF | 20'455 CHF | 99.51% | 99.51% |
18.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'304 CHF | 21'554 CHF | 97.89% | 97.89% |
17.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'889 CHF | 21'139 CHF | 99.76% | 99.76% |
16.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'200 CHF | 22'450 CHF | 100.00% | 100.00% |
15.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'529 CHF | 21'779 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'307 CHF | 20'557 CHF | 97.75% | 97.75% |