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 | 1.32% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'244 CHF | 55'980 CHF | 99.57% | 99.57% |
24.07.2024 | 1.21% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'802 CHF | 58'505 CHF | 98.70% | 98.70% |
23.07.2024 | 1.33% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 52'892 | 49'662 | 54'983 CHF | 52'536 CHF | 99.99% | 99.99% |
22.07.2024 | 1.27% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 54'904 | 50'000 | 54'916 CHF | 50'785 CHF | 99.43% | 99.43% |
19.07.2024 | 1.42% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'005 | 50'000 | 53'090 CHF | 44'869 CHF | 99.82% | 99.82% |
18.07.2024 | 1.37% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'130 CHF | 46'572 CHF | 99.91% | 99.91% |
17.07.2024 | 1.50% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'340 CHF | 45'970 CHF | 100.00% | 100.00% |
16.07.2024 | 1.23% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'912 CHF | 48'015 CHF | 99.99% | 99.99% |
15.07.2024 | 1.40% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'523 CHF | 46'919 CHF | 98.73% | 98.73% |
12.07.2024 | 1.39% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'181 | 50'000 | 53'385 CHF | 44'984 CHF | 99.38% | 99.38% |