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 | 0.33% | 47.82 CHF | 47.98 CHF | 15'000 | 15'000 | 14'897 | 14'897 | 688'751 CHF | 691'009 CHF | 99.78% | 99.78% |
24.07.2024 | 0.33% | 51.19 CHF | 51.36 CHF | 10'000 | 10'000 | 9'955 | 9'955 | 515'523 CHF | 517'219 CHF | 100.00% | 100.00% |
23.07.2024 | 0.31% | 55.25 CHF | 55.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 556'444 CHF | 558'144 CHF | 100.00% | 100.00% |
22.07.2024 | 0.29% | 54.71 CHF | 54.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 804'827 CHF | 807'187 CHF | 100.00% | 100.00% |
19.07.2024 | 0.31% | 49.78 CHF | 49.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 762'898 CHF | 765'298 CHF | 100.00% | 100.00% |
18.07.2024 | 0.32% | 53.08 CHF | 53.25 CHF | 10'000 | 10'000 | 9'934 | 9'934 | 541'083 CHF | 542'777 CHF | 100.00% | 100.00% |
17.07.2024 | 0.33% | 54.18 CHF | 54.36 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 548'397 CHF | 550'197 CHF | 99.78% | 99.78% |
16.07.2024 | 0.32% | 58.67 CHF | 58.86 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 585'474 CHF | 587'372 CHF | 100.00% | 100.00% |
15.07.2024 | 0.31% | 61.72 CHF | 61.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 635'293 CHF | 637'293 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 66.34 CHF | 66.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 631'544 CHF | 633'444 CHF | 100.00% | 100.00% |