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 | 3.09% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 97'051 | 25'000 | 53'148 CHF | 14'130 CHF | 99.57% | 99.57% |
24.07.2024 | 2.81% | 0.58 CHF | 0.60 CHF | 90'000 | 25'000 | 89'516 | 25'000 | 53'122 CHF | 15'265 CHF | 98.77% | 98.77% |
23.07.2024 | 3.20% | 0.56 CHF | 0.58 CHF | 90'000 | 25'000 | 101'373 | 24'831 | 51'754 CHF | 13'214 CHF | 99.98% | 99.98% |
22.07.2024 | 3.20% | 0.53 CHF | 0.55 CHF | 100'000 | 25'000 | 105'641 | 25'000 | 51'463 CHF | 12'600 CHF | 98.68% | 98.68% |
19.07.2024 | 4.23% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 129'454 | 25'000 | 52'421 CHF | 10'567 CHF | 100.00% | 100.00% |
18.07.2024 | 3.62% | 0.43 CHF | 0.45 CHF | 120'000 | 25'000 | 121'075 | 25'000 | 51'932 CHF | 11'124 CHF | 100.00% | 100.00% |
17.07.2024 | 3.89% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 122'325 | 25'000 | 51'534 CHF | 10'957 CHF | 99.41% | 99.41% |
16.07.2024 | 3.48% | 0.46 CHF | 0.48 CHF | 110'000 | 25'000 | 116'841 | 25'000 | 52'742 CHF | 11'692 CHF | 99.99% | 99.99% |
15.07.2024 | 3.82% | 0.42 CHF | 0.44 CHF | 120'000 | 25'000 | 120'733 | 25'000 | 51'777 CHF | 11'142 CHF | 98.73% | 98.73% |
12.07.2024 | 3.92% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 129'441 | 25'000 | 52'257 CHF | 10'502 CHF | 99.38% | 99.38% |