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 | 0.68% | 2.92 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'614 CHF | 143'583 CHF | 99.51% | 99.51% |
24.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'917 CHF | 255'917 CHF | 99.61% | 99.61% |
23.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'061 CHF | 253'061 CHF | 99.38% | 99.38% |
22.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'308 CHF | 251'308 CHF | 99.44% | 99.44% |
19.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'402 CHF | 255'402 CHF | 99.99% | 99.99% |
18.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'588 CHF | 253'588 CHF | 99.83% | 99.83% |
17.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 263'875 CHF | 264'875 CHF | 99.96% | 99.96% |
16.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 262'978 CHF | 263'978 CHF | 100.00% | 100.00% |
15.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'934 CHF | 253'934 CHF | 99.68% | 99.68% |
12.07.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'503 CHF | 254'503 CHF | 98.32% | 98.32% |