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 | 1.61% | 0.67 CHF | 0.68 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 12'375 CHF | 12'573 CHF | 99.82% | 99.82% |
24.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 22'286 CHF | 22'484 CHF | 100.00% | 100.00% |
23.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 22'652 CHF | 22'851 CHF | 100.00% | 100.00% |
22.07.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 21'841 CHF | 22'039 CHF | 98.95% | 98.95% |
19.07.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 20'376 CHF | 20'575 CHF | 99.93% | 99.93% |
18.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 22'210 CHF | 22'408 CHF | 99.99% | 99.99% |
17.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 20'928 CHF | 21'126 CHF | 99.93% | 99.93% |
16.07.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 22'172 CHF | 22'371 CHF | 99.80% | 99.80% |
15.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 22'836 CHF | 23'035 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 22'636 CHF | 22'834 CHF | 100.00% | 100.00% |