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 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'579 CHF | 83'079 CHF | 100.00% | 100.00% |
24.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'587 CHF | 81'087 CHF | 100.00% | 100.00% |
23.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'381 CHF | 79'881 CHF | 100.00% | 100.00% |
22.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'069 CHF | 80'569 CHF | 100.00% | 100.00% |
19.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'890 CHF | 81'390 CHF | 99.72% | 99.72% |
18.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'263 CHF | 82'763 CHF | 99.74% | 99.74% |
17.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'913 CHF | 81'413 CHF | 100.00% | 100.00% |
16.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'805 CHF | 79'305 CHF | 100.00% | 100.00% |
15.07.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'954 CHF | 80'454 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'353 CHF | 79'853 CHF | 99.98% | 99.98% |