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 | 1.42% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'985 CHF | 68'958 CHF | 99.65% | 99.65% |
24.07.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'586 CHF | 106'586 CHF | 100.00% | 100.00% |
23.07.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'823 CHF | 103'823 CHF | 99.37% | 99.37% |
22.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'048 CHF | 102'048 CHF | 98.97% | 98.97% |
19.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'971 CHF | 105'971 CHF | 99.92% | 99.92% |
18.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'273 CHF | 104'273 CHF | 99.83% | 99.83% |
17.07.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'503 CHF | 115'503 CHF | 100.00% | 100.00% |
16.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'617 CHF | 114'617 CHF | 98.99% | 98.99% |
15.07.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'482 CHF | 104'482 CHF | 99.68% | 99.68% |
12.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'029 CHF | 105'029 CHF | 98.32% | 98.32% |