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 | 1.02% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 56'841 | 29'676 | 55'889 CHF | 30'253 CHF | 98.29% | 98.29% |
24.07.2024 | 3.16% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 12'304 | 12'283 | 12'972 CHF | 13'143 CHF | 91.26% | 91.26% |
23.07.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 36'616 | 29'999 | 60'584 CHF | 49'855 CHF | 95.95% | 95.95% |
22.07.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 47'542 | 35'242 | 72'024 CHF | 54'211 CHF | 98.80% | 98.80% |
19.07.2024 | 0.63% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 42'141 | 29'836 | 66'117 CHF | 46'863 CHF | 99.39% | 99.39% |
18.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 42'170 | 30'659 | 69'180 CHF | 50'672 CHF | 90.65% | 90.65% |
17.07.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 39'701 | 29'846 | 65'950 CHF | 49'960 CHF | 98.80% | 98.80% |
16.07.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 34'277 | 29'817 | 58'777 CHF | 51'298 CHF | 99.50% | 99.50% |
15.07.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 34'489 | 30'091 | 62'559 CHF | 54'939 CHF | 94.57% | 94.57% |
12.07.2024 | 2.13% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 20'540 | 17'425 | 30'453 CHF | 26'338 CHF | 98.13% | 98.13% |