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 | 1.68% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 41'287 CHF | 41'987 CHF | 91.51% | 91.51% |
24.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 70'000 | 70'000 | 69'932 | 69'932 | 44'335 CHF | 45'035 CHF | 77.47% | 77.47% |
23.07.2024 | 1.85% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 69'993 | 69'993 | 37'934 CHF | 38'634 CHF | 94.94% | 94.94% |
22.07.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 42'886 CHF | 43'686 CHF | 100.00% | 100.00% |
19.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 35'004 CHF | 35'804 CHF | 99.97% | 99.97% |
18.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 36'943 CHF | 37'743 CHF | 99.99% | 99.99% |
17.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 79'565 | 79'565 | 36'182 CHF | 36'982 CHF | 99.57% | 99.57% |
16.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 79'362 | 79'362 | 38'671 CHF | 39'471 CHF | 100.00% | 100.00% |
15.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 37'678 CHF | 38'478 CHF | 100.00% | 100.00% |
12.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 80'000 | 80'000 | 79'999 | 79'999 | 35'269 CHF | 36'069 CHF | 100.00% | 100.00% |