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 | 0.41% | 2.49 CHF | 2.50 CHF | 150'000 | 150'000 | 150'000 | 149'996 | 364'087 CHF | 365'577 CHF | 99.86% | 99.86% |
24.07.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 465'677 CHF | 467'176 CHF | 99.99% | 99.99% |
23.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 450'077 CHF | 451'577 CHF | 99.99% | 99.99% |
22.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 448'442 CHF | 449'942 CHF | 100.00% | 100.00% |
19.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 461'927 CHF | 463'425 CHF | 99.95% | 99.95% |
18.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 541'948 CHF | 543'448 CHF | 99.97% | 99.97% |
17.07.2024 | 0.26% | 3.52 CHF | 3.53 CHF | 150'000 | 150'000 | 149'165 | 149'165 | 570'922 CHF | 572'422 CHF | 99.48% | 99.48% |
16.07.2024 | 0.26% | 4.05 CHF | 4.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 577'683 CHF | 579'183 CHF | 99.98% | 99.98% |
15.07.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 570'430 CHF | 571'930 CHF | 99.98% | 99.98% |
12.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 573'837 CHF | 575'335 CHF | 100.00% | 100.00% |