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 | 2.08% | 0.82 CHF | 0.84 CHF | 70'000 | 25'000 | 69'956 | 25'000 | 56'986 CHF | 20'794 CHF | 99.76% | 99.76% |
24.07.2024 | 1.91% | 0.85 CHF | 0.87 CHF | 60'000 | 25'000 | 60'686 | 25'000 | 52'483 CHF | 22'048 CHF | 98.89% | 98.89% |
23.07.2024 | 2.19% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 67'990 | 24'831 | 52'277 CHF | 19'634 CHF | 99.98% | 99.98% |
22.07.2024 | 2.16% | 0.79 CHF | 0.81 CHF | 70'000 | 25'000 | 71'327 | 25'000 | 52'938 CHF | 18'974 CHF | 98.69% | 98.69% |
19.07.2024 | 2.40% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 80'246 | 25'000 | 52'299 CHF | 16'691 CHF | 99.98% | 99.98% |
18.07.2024 | 2.38% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'316 CHF | 17'382 CHF | 99.10% | 99.10% |
17.07.2024 | 2.47% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'621 CHF | 17'176 CHF | 100.00% | 100.00% |
16.07.2024 | 2.17% | 0.71 CHF | 0.73 CHF | 80'000 | 25'000 | 79'431 | 25'000 | 55'956 CHF | 18'001 CHF | 100.00% | 100.00% |
15.07.2024 | 2.41% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'871 CHF | 17'245 CHF | 98.73% | 98.73% |
12.07.2024 | 2.44% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'730 | 25'000 | 51'857 CHF | 16'463 CHF | 99.38% | 99.38% |