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 | 0.88% | 2.40 CHF | 2.42 CHF | 90'000 | 90'000 | 88'290 | 88'290 | 211'501 CHF | 213'278 CHF | 99.39% | 99.39% |
24.07.2024 | 1.00% | 2.03 CHF | 2.05 CHF | 96'000 | 96'000 | 96'653 | 96'653 | 193'267 CHF | 195'200 CHF | 100.00% | 100.00% |
23.07.2024 | 0.99% | 2.04 CHF | 2.06 CHF | 96'000 | 96'000 | 96'154 | 96'154 | 194'051 CHF | 195'974 CHF | 100.00% | 100.00% |
22.07.2024 | 1.02% | 1.94 CHF | 1.96 CHF | 98'000 | 98'000 | 97'282 | 97'282 | 190'098 CHF | 192'044 CHF | 100.00% | 100.00% |
19.07.2024 | 1.06% | 1.91 CHF | 1.93 CHF | 98'000 | 98'000 | 98'855 | 98'855 | 185'361 CHF | 187'338 CHF | 99.98% | 99.98% |
18.07.2024 | 0.97% | 2.02 CHF | 2.04 CHF | 96'000 | 96'000 | 95'524 | 95'524 | 196'596 CHF | 198'507 CHF | 99.99% | 99.99% |
17.07.2024 | 1.03% | 1.90 CHF | 1.92 CHF | 98'000 | 98'000 | 97'043 | 97'043 | 189'461 CHF | 191'412 CHF | 99.67% | 99.67% |
16.07.2024 | 1.02% | 1.97 CHF | 1.99 CHF | 97'000 | 97'000 | 97'359 | 97'359 | 190'196 CHF | 192'143 CHF | 100.00% | 100.00% |
15.07.2024 | 0.99% | 1.98 CHF | 2.00 CHF | 97'000 | 97'000 | 96'256 | 96'256 | 193'783 CHF | 195'708 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 2.01 CHF | 2.03 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 194'646 CHF | 196'570 CHF | 100.00% | 100.00% |