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 | 0.62% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'776 CHF | 162'776 CHF | 97.70% | 97.70% |
24.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'925 CHF | 183'925 CHF | 98.31% | 98.31% |
23.07.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'825 CHF | 197'825 CHF | 99.71% | 99.71% |
22.07.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'074 CHF | 197'074 CHF | 97.25% | 97.25% |
19.07.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'336 CHF | 183'336 CHF | 97.36% | 97.36% |
18.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 195'218 CHF | 196'218 CHF | 99.54% | 99.54% |
17.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 198'772 CHF | 199'772 CHF | 98.59% | 98.59% |
16.07.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'032 CHF | 188'032 CHF | 98.14% | 98.14% |
15.07.2024 | 0.63% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'906 CHF | 212'243 CHF | 93.64% | 93.64% |
12.07.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'216 CHF | 205'216 CHF | 96.09% | 96.09% |