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 | 2.15% | 0.60 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'758 CHF | 31'427 CHF | 99.59% | 99.59% |
24.07.2024 | 2.39% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'251 CHF | 28'933 CHF | 98.70% | 98.70% |
23.07.2024 | 1.93% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 49'662 | 49'662 | 33'607 CHF | 34'251 CHF | 99.99% | 99.99% |
22.07.2024 | 1.79% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'819 CHF | 36'464 CHF | 99.43% | 99.43% |
19.07.2024 | 1.56% | 0.83 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'853 CHF | 42'512 CHF | 99.92% | 99.92% |
18.07.2024 | 1.44% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'260 CHF | 40'844 CHF | 99.89% | 99.89% |
17.07.2024 | 1.49% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'917 CHF | 41'530 CHF | 100.00% | 100.00% |
16.07.2024 | 1.63% | 0.76 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'846 CHF | 39'485 CHF | 100.00% | 100.00% |
15.07.2024 | 1.75% | 0.82 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'986 CHF | 40'695 CHF | 98.73% | 98.73% |
12.07.2024 | 1.48% | 0.82 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'112 CHF | 42'739 CHF | 99.38% | 99.38% |