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 | 2.51% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 94'897 | 50'000 | 52'273 CHF | 28'275 CHF | 98.32% | 98.32% |
24.07.2024 | 2.33% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 87'546 | 50'000 | 52'735 CHF | 30'875 CHF | 98.70% | 98.70% |
23.07.2024 | 2.59% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 107'707 | 49'662 | 51'880 CHF | 25'033 CHF | 99.99% | 99.99% |
22.07.2024 | 2.68% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 115'601 | 50'000 | 51'854 CHF | 23'145 CHF | 99.43% | 99.43% |
19.07.2024 | 3.86% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 153'895 | 50'000 | 51'598 CHF | 17'442 CHF | 84.83% | 84.83% |
18.07.2024 | 3.47% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 141'216 | 50'000 | 51'617 CHF | 18'971 CHF | 99.96% | 99.96% |
17.07.2024 | 3.77% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 145'935 | 50'000 | 51'509 CHF | 18'359 CHF | 100.00% | 100.00% |
16.07.2024 | 3.29% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 131'110 | 50'000 | 51'784 CHF | 20'427 CHF | 100.00% | 100.00% |
15.07.2024 | 3.29% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 138'892 | 50'000 | 51'815 CHF | 19'305 CHF | 98.73% | 98.73% |
12.07.2024 | 3.63% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 153'334 | 50'000 | 51'818 CHF | 17'547 CHF | 92.40% | 92.40% |