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 | 0.49% | 19.67 CHF | 19.76 CHF | 25'000 | 25'000 | 24'832 | 24'832 | 466'508 CHF | 468'750 CHF | 100.00% | 100.00% |
24.07.2024 | 0.46% | 21.54 CHF | 21.64 CHF | 25'000 | 25'000 | 24'889 | 24'889 | 543'738 CHF | 546'232 CHF | 100.00% | 100.00% |
23.07.2024 | 0.42% | 23.79 CHF | 23.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 600'163 CHF | 602'663 CHF | 100.00% | 100.00% |
22.07.2024 | 0.39% | 23.47 CHF | 23.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 572'020 CHF | 574'270 CHF | 100.00% | 100.00% |
19.07.2024 | 0.42% | 20.76 CHF | 20.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 533'986 CHF | 536'236 CHF | 100.00% | 100.00% |
18.07.2024 | 0.43% | 22.65 CHF | 22.75 CHF | 25'000 | 25'000 | 24'826 | 24'826 | 581'368 CHF | 583'858 CHF | 100.00% | 100.00% |
17.07.2024 | 0.46% | 23.24 CHF | 23.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 472'220 CHF | 474'392 CHF | 99.78% | 99.78% |
16.07.2024 | 0.43% | 25.84 CHF | 25.95 CHF | 20'000 | 20'000 | 19'956 | 19'956 | 515'435 CHF | 517'633 CHF | 100.00% | 100.00% |
15.07.2024 | 0.42% | 27.63 CHF | 27.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 575'085 CHF | 577'485 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 30.46 CHF | 30.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 571'553 CHF | 573'753 CHF | 100.00% | 100.00% |