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 | 2.15% | 1.01 CHF | 1.04 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 39'796 CHF | 40'660 CHF | 94.53% | 94.53% |
24.07.2024 | 2.16% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 92'967 | 75'000 | 52'487 CHF | 43'307 CHF | 99.71% | 99.71% |
23.07.2024 | 2.27% | 0.53 CHF | 0.55 CHF | 100'000 | 75'000 | 96'294 | 74'563 | 52'688 CHF | 41'762 CHF | 98.60% | 98.60% |
22.07.2024 | 2.25% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'886 CHF | 60'225 CHF | 99.20% | 99.20% |
19.07.2024 | 1.90% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'289 CHF | 50'917 CHF | 99.94% | 99.94% |
18.07.2024 | 2.29% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'697 | 75'000 | 52'533 CHF | 44'023 CHF | 99.70% | 99.70% |
17.07.2024 | 2.02% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 82'725 | 75'000 | 52'887 CHF | 49'028 CHF | 100.00% | 100.00% |
16.07.2024 | 2.35% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'687 | 75'000 | 52'444 CHF | 44'418 CHF | 100.00% | 100.00% |
15.07.2024 | 2.37% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 98'524 | 75'000 | 53'766 CHF | 41'939 CHF | 99.72% | 99.72% |
12.07.2024 | 2.48% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 93'550 | 75'000 | 52'286 CHF | 43'033 CHF | 98.16% | 98.16% |