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 | 6.29% | 0.21 CHF | 0.23 CHF | 164'147 | 50'000 | 164'477 | 50'000 | 36'595 CHF | 11'841 CHF | 98.34% | 98.34% |
24.07.2024 | 7.23% | 0.19 CHF | 0.20 CHF | 164'244 | 50'000 | 164'252 | 50'000 | 28'593 CHF | 9'335 CHF | 98.63% | 98.63% |
23.07.2024 | 4.89% | 0.22 CHF | 0.23 CHF | 166'585 | 50'000 | 156'380 | 49'662 | 43'961 CHF | 14'792 CHF | 99.99% | 99.99% |
22.07.2024 | 3.67% | 0.26 CHF | 0.33 CHF | 167'565 | 50'000 | 147'044 | 50'000 | 51'649 CHF | 18'243 CHF | 52.48% | 99.43% |
19.07.2024 | 2.93% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 117'909 | 50'000 | 52'444 CHF | 22'921 CHF | 99.74% | 99.74% |
18.07.2024 | 2.94% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 125'669 | 50'000 | 51'777 CHF | 21'259 CHF | 100.00% | 100.00% |
17.07.2024 | 2.89% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 121'567 | 50'000 | 51'774 CHF | 21'945 CHF | 100.00% | 100.00% |
16.07.2024 | 3.25% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 135'924 | 50'000 | 52'237 CHF | 19'870 CHF | 100.00% | 100.00% |
15.07.2024 | 3.32% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'892 | 50'000 | 51'698 CHF | 21'081 CHF | 98.73% | 98.73% |
12.07.2024 | 2.73% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'557 | 50'000 | 52'400 CHF | 23'137 CHF | 99.38% | 99.38% |