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 | 1.92% | 0.72 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'553 CHF | 36'243 CHF | 99.76% | 99.76% |
24.07.2024 | 1.67% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'106 CHF | 38'749 CHF | 98.70% | 98.70% |
23.07.2024 | 2.01% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 49'662 | 49'662 | 32'295 CHF | 32'939 CHF | 99.99% | 99.99% |
22.07.2024 | 2.06% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'442 CHF | 31'072 CHF | 99.43% | 99.43% |
19.07.2024 | 2.53% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'548 CHF | 25'177 CHF | 99.98% | 99.98% |
18.07.2024 | 2.31% | 0.53 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'241 CHF | 26'854 CHF | 100.00% | 100.00% |
17.07.2024 | 2.48% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'641 CHF | 26'284 CHF | 100.00% | 100.00% |
16.07.2024 | 2.22% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'731 CHF | 28'354 CHF | 99.24% | 99.24% |
15.07.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'626 CHF | 27'200 CHF | 98.73% | 98.73% |
12.07.2024 | 2.72% | 0.51 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'685 CHF | 25'363 CHF | 99.38% | 99.38% |