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 | 0.77% | 3.10 CHF | 3.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'997 CHF | 46'354 CHF | 100.00% | 100.00% |
24.07.2024 | 0.75% | 3.20 CHF | 3.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'720 CHF | 49'084 CHF | 100.00% | 100.00% |
23.07.2024 | 0.78% | 3.10 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'175 CHF | 43'511 CHF | 100.00% | 100.00% |
22.07.2024 | 0.72% | 2.94 CHF | 2.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'387 CHF | 41'685 CHF | 100.00% | 100.00% |
19.07.2024 | 0.82% | 2.43 CHF | 2.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'203 CHF | 36'501 CHF | 100.00% | 100.00% |
18.07.2024 | 0.78% | 2.54 CHF | 2.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'719 CHF | 38'012 CHF | 100.00% | 100.00% |
17.07.2024 | 0.83% | 2.44 CHF | 2.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'165 CHF | 37'474 CHF | 99.76% | 99.76% |
16.07.2024 | 0.75% | 2.64 CHF | 2.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'089 CHF | 39'384 CHF | 100.00% | 100.00% |
15.07.2024 | 0.79% | 2.48 CHF | 2.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'177 CHF | 38'479 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 2.48 CHF | 2.50 CHF | 15'000 | 15'000 | 15'000 | 14'999 | 36'372 CHF | 36'681 CHF | 100.00% | 100.00% |