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 | 3.01% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 123'644 | 50'000 | 51'661 CHF | 21'553 CHF | 99.76% | 99.76% |
24.07.2024 | 2.67% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 111'424 | 50'000 | 52'146 CHF | 24'106 CHF | 98.70% | 98.70% |
23.07.2024 | 3.23% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 125'927 | 49'190 | 50'275 CHF | 20'889 CHF | 41.76% | 41.76% |
22.07.2024 | 3.86% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 151'645 | 50'000 | 51'484 CHF | 17'714 CHF | 49.10% | 71.65% |
19.07.2024 | - | 0.20 CHF | - CHF | 173'051 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
18.07.2024 | 4.41% | 0.24 CHF | 0.26 CHF | 171'149 | 50'000 | 170'557 | 50'000 | 43'730 CHF | 13'398 CHF | 29.44% | 99.94% |
17.07.2024 | 4.61% | 0.21 CHF | 0.26 CHF | 172'507 | 50'000 | 171'954 | 50'000 | 45'354 CHF | 13'810 CHF | 7.35% | 100.00% |
16.07.2024 | 5.06% | 0.27 CHF | 0.29 CHF | 172'230 | 50'000 | 172'672 | 50'000 | 45'099 CHF | 13'737 CHF | 100.00% | 100.00% |
15.07.2024 | 4.99% | 0.22 CHF | 0.23 CHF | 173'988 | 50'000 | 173'137 | 50'000 | 41'593 CHF | 12'627 CHF | 98.73% | 98.73% |
12.07.2024 | 5.99% | 0.22 CHF | 0.23 CHF | 173'853 | 50'000 | 174'736 | 50'000 | 35'177 CHF | 10'685 CHF | 99.38% | 99.38% |