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 | 3.01% | 2.45 CHF | 2.56 CHF | 20'000 | 20'000 | 50'664 | 50'664 | 120'303 CHF | 122'040 CHF | 98.33% | 98.33% |
24.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 371'557 CHF | 372'557 CHF | 99.96% | 99.96% |
23.07.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'851 CHF | 349'851 CHF | 99.96% | 99.96% |
22.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'007 CHF | 349'007 CHF | 99.68% | 99.68% |
19.07.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'664 CHF | 366'664 CHF | 99.77% | 99.77% |
18.07.2024 | 0.21% | 4.52 CHF | 4.53 CHF | 100'000 | 100'000 | 99'940 | 99'940 | 474'089 CHF | 475'090 CHF | 98.92% | 98.92% |
17.07.2024 | 0.19% | 4.57 CHF | 4.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 516'949 CHF | 517'949 CHF | 99.84% | 99.84% |
16.07.2024 | 0.43% | 5.58 CHF | 5.59 CHF | 100'000 | 100'000 | 90'417 | 90'417 | 470'065 CHF | 471'208 CHF | 99.92% | 99.92% |
15.07.2024 | 0.20% | 5.33 CHF | 5.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 510'005 CHF | 511'005 CHF | 99.75% | 99.75% |
12.07.2024 | 0.20% | 5.28 CHF | 5.29 CHF | 100'000 | 100'000 | 99'971 | 99'971 | 514'132 CHF | 515'133 CHF | 98.93% | 98.93% |