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 | 10.23% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 19'022 | 19'022 | 3'009 CHF | 3'277 CHF | 95.08% | 95.08% |
24.07.2024 | 3.15% | 0.43 CHF | 0.44 CHF | 60'000 | 20'000 | 59'863 | 7'510 | 32'986 CHF | 3'950 CHF | 97.83% | 97.83% |
23.07.2024 | 2.41% | 0.79 CHF | 0.80 CHF | 30'000 | 10'000 | 30'000 | 3'773 | 22'103 CHF | 2'913 CHF | 97.02% | 97.02% |
22.07.2024 | 2.82% | 0.70 CHF | 0.71 CHF | 60'000 | 20'000 | 60'000 | 7'485 | 38'063 CHF | 5'127 CHF | 99.12% | 99.12% |
19.07.2024 | 2.58% | 0.62 CHF | 0.63 CHF | 30'000 | 10'000 | 30'000 | 3'768 | 20'352 CHF | 2'553 CHF | 96.13% | 96.13% |
18.07.2024 | 2.72% | 0.53 CHF | 0.54 CHF | 60'000 | 20'000 | 71'070 | 7'573 | 48'945 CHF | 5'189 CHF | 95.95% | 95.95% |
17.07.2024 | 5.53% | 0.88 CHF | 0.91 CHF | 15'000 | 5'000 | 9'825 | 1'755 | 12'640 CHF | 2'005 CHF | 91.10% | 95.30% |
16.07.2024 | 2.33% | 2.02 CHF | 2.05 CHF | 3'000 | 5'000 | 27'910 | 1'854 | 63'799 CHF | 4'066 CHF | 97.33% | 98.05% |
15.07.2024 | 1.92% | 2.71 CHF | 2.74 CHF | 20'000 | 5'000 | 20'524 | 1'883 | 56'075 CHF | 5'104 CHF | 95.85% | 95.85% |
12.07.2024 | 2.98% | 2.84 CHF | 2.56 CHF | 20'000 | 5'000 | 9'385 | 1'446 | 22'059 CHF | 3'539 CHF | 84.84% | 96.99% |