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 | 2.24% | 0.48 CHF | 0.49 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 141'700 CHF | 144'900 CHF | 99.92% | 99.92% |
24.07.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 191'053 CHF | 194'053 CHF | 99.80% | 99.80% |
23.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 234'186 CHF | 237'186 CHF | 100.00% | 100.00% |
22.07.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 263'645 CHF | 267'045 CHF | 99.99% | 99.99% |
19.07.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 200'622 CHF | 203'722 CHF | 100.00% | 100.00% |
18.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 225'476 CHF | 228'375 CHF | 99.98% | 99.98% |
17.07.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 310'000 | 310'000 | 308'394 | 308'394 | 251'911 CHF | 255'011 CHF | 99.99% | 99.99% |
16.07.2024 | 1.46% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 297'467 | 297'467 | 206'348 CHF | 209'348 CHF | 100.00% | 100.00% |
15.07.2024 | 1.06% | 0.81 CHF | 0.82 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 273'847 CHF | 276'747 CHF | 95.08% | 95.08% |
12.07.2024 | 1.14% | 0.96 CHF | 0.97 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 271'397 CHF | 274'497 CHF | 100.00% | 100.00% |