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 | 4.66% | 0.23 CHF | 0.24 CHF | 640'000 | 640'000 | 259'757 | 259'757 | 55'817 CHF | 58'428 CHF | 99.94% | 99.94% |
24.07.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 530'000 | 530'000 | 208'037 | 208'037 | 60'379 CHF | 62'469 CHF | 100.00% | 100.00% |
23.07.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 480'000 | 480'000 | 195'184 | 195'184 | 63'438 CHF | 65'399 CHF | 100.00% | 100.00% |
22.07.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 490'000 | 490'000 | 192'461 | 192'461 | 66'855 CHF | 68'789 CHF | 100.00% | 100.00% |
19.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 470'000 | 470'000 | 188'266 | 188'266 | 67'902 CHF | 69'796 CHF | 98.80% | 98.80% |
18.07.2024 | 2.57% | 0.33 CHF | 0.34 CHF | 470'000 | 470'000 | 179'177 | 179'177 | 68'817 CHF | 70'617 CHF | 99.99% | 99.99% |
17.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 410'000 | 410'000 | 158'284 | 158'284 | 65'984 CHF | 67'577 CHF | 99.98% | 99.98% |
16.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 370'000 | 370'000 | 146'784 | 146'784 | 74'516 CHF | 75'997 CHF | 99.90% | 99.90% |
15.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 350'000 | 350'000 | 138'699 | 138'699 | 78'306 CHF | 79'699 CHF | 98.97% | 98.97% |
12.07.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 360'000 | 360'000 | 146'210 | 146'210 | 76'150 CHF | 77'619 CHF | 100.00% | 100.00% |