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 | 2.19% | 2.87 CHF | 2.90 CHF | 150'000 | 150'000 | 122'965 | 122'965 | 383'806 CHF | 387'860 CHF | 99.89% | 99.89% |
24.07.2024 | 1.99% | 3.85 CHF | 3.88 CHF | 150'000 | 150'000 | 123'025 | 123'025 | 465'939 CHF | 469'994 CHF | 99.97% | 99.97% |
23.07.2024 | 2.02% | 3.67 CHF | 3.70 CHF | 150'000 | 150'000 | 123'035 | 123'035 | 457'747 CHF | 461'803 CHF | 100.00% | 100.00% |
22.07.2024 | 2.58% | 3.64 CHF | 3.67 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 401'540 CHF | 405'595 CHF | 100.00% | 100.00% |
19.07.2024 | 2.16% | 3.17 CHF | 3.20 CHF | 150'000 | 150'000 | 123'037 | 123'037 | 437'131 CHF | 441'186 CHF | 100.00% | 100.00% |
18.07.2024 | 2.61% | 3.27 CHF | 3.30 CHF | 150'000 | 150'000 | 122'985 | 122'985 | 370'701 CHF | 374'756 CHF | 99.98% | 99.98% |
17.07.2024 | 2.50% | 2.85 CHF | 2.88 CHF | 150'000 | 150'000 | 122'934 | 122'934 | 348'474 CHF | 352'535 CHF | 99.56% | 99.56% |
16.07.2024 | 1.85% | 3.11 CHF | 3.14 CHF | 150'000 | 150'000 | 123'040 | 123'040 | 464'498 CHF | 468'554 CHF | 100.00% | 100.00% |
15.07.2024 | 1.99% | 3.98 CHF | 4.01 CHF | 150'000 | 150'000 | 123'015 | 123'015 | 439'222 CHF | 443'277 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 3.96 CHF | 3.99 CHF | 150'000 | 150'000 | 123'024 | 123'024 | 508'248 CHF | 512'303 CHF | 99.99% | 99.99% |