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 | 0.86% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'122 CHF | 58'622 CHF | 100.00% | 100.00% |
24.07.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'844 CHF | 73'344 CHF | 100.00% | 100.00% |
23.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'752 CHF | 71'252 CHF | 100.00% | 100.00% |
22.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'465 CHF | 68'965 CHF | 100.00% | 100.00% |
19.07.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'100 CHF | 74'600 CHF | 100.00% | 100.00% |
18.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'770 CHF | 73'270 CHF | 100.00% | 100.00% |
17.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'791 CHF | 76'291 CHF | 99.79% | 99.79% |
16.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'329 CHF | 74'829 CHF | 100.00% | 100.00% |
15.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 84'559 CHF | 85'159 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'030 CHF | 68'530 CHF | 100.00% | 100.00% |