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 | 15.94% | 0.19 CHF | 0.22 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 5'391 CHF | 6'255 CHF | 94.53% | 94.53% |
24.07.2024 | 1.87% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 80'012 | 75'000 | 52'212 CHF | 49'866 CHF | 99.75% | 99.75% |
23.07.2024 | 1.86% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'505 | 74'563 | 53'262 CHF | 50'882 CHF | 98.60% | 98.60% |
22.07.2024 | 2.12% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'789 CHF | 64'130 CHF | 99.83% | 99.83% |
19.07.2024 | 2.32% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 94'267 | 75'000 | 52'160 CHF | 42'517 CHF | 99.51% | 99.51% |
18.07.2024 | 1.86% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 81'283 | 75'000 | 52'515 CHF | 49'417 CHF | 99.48% | 99.48% |
17.07.2024 | 2.09% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 91'514 | 75'000 | 53'144 CHF | 44'616 CHF | 100.00% | 100.00% |
16.07.2024 | 1.93% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'045 | 75'000 | 51'640 CHF | 49'332 CHF | 100.00% | 100.00% |
15.07.2024 | 2.00% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'291 CHF | 51'925 CHF | 99.72% | 99.72% |
12.07.2024 | 1.96% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'864 | 75'000 | 53'388 CHF | 51'133 CHF | 97.90% | 97.90% |