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 | 0.51% | 2.74 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'993 CHF | 68'340 CHF | 100.00% | 100.00% |
24.07.2024 | 0.50% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'642 CHF | 70'999 CHF | 100.00% | 100.00% |
23.07.2024 | 0.53% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'088 CHF | 65'433 CHF | 100.00% | 100.00% |
22.07.2024 | 0.49% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'215 CHF | 63'526 CHF | 100.00% | 100.00% |
19.07.2024 | 0.55% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'766 CHF | 58'087 CHF | 100.00% | 100.00% |
18.07.2024 | 0.53% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'354 CHF | 59'668 CHF | 100.00% | 100.00% |
17.07.2024 | 0.57% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'759 CHF | 59'094 CHF | 99.79% | 99.79% |
16.07.2024 | 0.50% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'748 CHF | 61'053 CHF | 100.00% | 100.00% |
15.07.2024 | 0.52% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'758 CHF | 60'072 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'901 CHF | 58'218 CHF | 100.00% | 100.00% |