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 | 3,33% | 0,25 CHF | 0,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 74 386 CHF | 30 754 CHF | 99,26% | 99,26% |
24/07/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 63 370 CHF | 26 348 CHF | 99,38% | 99,38% |
23/07/2024 | 3,65% | 0,31 CHF | 0,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 67 585 CHF | 28 034 CHF | 99,38% | 99,38% |
22/07/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 72 307 CHF | 29 923 CHF | 99,38% | 99,38% |
19/07/2024 | 3,23% | 0,32 CHF | 0,33 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 76 199 CHF | 31 480 CHF | 97,33% | 97,33% |
18/07/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 81 412 CHF | 33 565 CHF | 99,37% | 99,37% |
17/07/2024 | 2,78% | 0,37 CHF | 0,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 88 796 CHF | 36 519 CHF | 99,07% | 99,07% |
16/07/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 90 083 CHF | 37 033 CHF | 99,38% | 99,38% |
15/07/2024 | 3,58% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 69 272 CHF | 28 709 CHF | 99,37% | 99,37% |