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 | 3.25% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'534 CHF | 62'534 CHF | 97.97% | 97.97% |
24.07.2024 | 3.03% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'028 CHF | 67'028 CHF | 99.58% | 99.58% |
23.07.2024 | 2.94% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'972 CHF | 68'972 CHF | 89.27% | 89.27% |
22.07.2024 | 2.46% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'359 CHF | 82'359 CHF | 26.81% | 26.81% |
19.07.2024 | 2.52% | 0.76 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'335 CHF | 80'335 CHF | 98.65% | 98.65% |
18.07.2024 | 2.30% | 0.87 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'001 CHF | 88'001 CHF | 98.95% | 98.95% |
17.07.2024 | 2.47% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'011 CHF | 82'011 CHF | 99.33% | 99.33% |
16.07.2024 | 2.38% | 0.83 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'035 CHF | 85'035 CHF | 99.48% | 99.48% |
15.07.2024 | 2.27% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'978 CHF | 88'978 CHF | 98.05% | 98.05% |
12.07.2024 | 2.27% | 0.89 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'189 CHF | 89'189 CHF | 99.55% | 99.55% |