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 | 3.22% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'832 CHF | 19'447 CHF | 99.28% | 99.28% |
24.07.2024 | 4.16% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'306 CHF | 16'995 CHF | 98.70% | 98.70% |
23.07.2024 | 2.91% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 49'662 | 49'662 | 21'741 CHF | 22'359 CHF | 99.99% | 99.99% |
22.07.2024 | 2.81% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'856 CHF | 24'532 CHF | 99.43% | 99.43% |
19.07.2024 | 2.04% | 0.59 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'921 CHF | 30'538 CHF | 99.74% | 99.74% |
18.07.2024 | 2.12% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'259 CHF | 28'863 CHF | 100.00% | 100.00% |
17.07.2024 | 2.25% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'945 CHF | 29'603 CHF | 100.00% | 100.00% |
16.07.2024 | 2.45% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'870 CHF | 27'537 CHF | 100.00% | 100.00% |
15.07.2024 | 2.16% | 0.58 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'081 CHF | 28'695 CHF | 98.73% | 98.73% |
12.07.2024 | 2.23% | 0.58 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'137 CHF | 30'815 CHF | 99.38% | 99.38% |