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 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'842 CHF | 50'542 CHF | 99.98% | 99.98% |
24.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'689 CHF | 53'389 CHF | 100.00% | 100.00% |
23.07.2024 | 1.50% | 0.72 CHF | 0.73 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 53'430 CHF | 54'230 CHF | 100.00% | 100.00% |
22.07.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 80'000 | 80'000 | 80'162 | 80'162 | 51'942 CHF | 52'744 CHF | 99.99% | 99.99% |
19.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 80'000 | 80'000 | 81'094 | 81'094 | 44'992 CHF | 45'802 CHF | 99.99% | 99.99% |
18.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 80'000 | 80'000 | 83'618 | 83'618 | 48'107 CHF | 48'943 CHF | 99.97% | 99.97% |
17.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 80'000 | 80'000 | 79'634 | 79'634 | 45'279 CHF | 46'079 CHF | 99.62% | 99.62% |
16.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 80'000 | 80'000 | 87'486 | 87'486 | 52'643 CHF | 53'525 CHF | 99.99% | 99.99% |
15.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 47'027 CHF | 47'827 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 79'979 | 79'979 | 44'313 CHF | 45'113 CHF | 100.00% | 100.00% |