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 | 12,99% | 0,08 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 138 CHF | 8 099 CHF | 99,55% | 99,55% |
24/07/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 113 552 | 100 000 | 51 837 CHF | 46 676 CHF | 100,00% | 100,00% |
23/07/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 107 274 | 100 000 | 52 126 CHF | 49 639 CHF | 99,38% | 99,38% |
22/07/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 988 | 100 000 | 51 986 CHF | 51 540 CHF | 99,44% | 99,44% |
19/07/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 341 | 100 000 | 52 244 CHF | 47 946 CHF | 99,93% | 99,93% |
18/07/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 106 150 | 100 000 | 51 646 CHF | 49 727 CHF | 99,83% | 99,83% |
17/07/2024 | 2,64% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 137 403 | 100 000 | 51 392 CHF | 38 561 CHF | 100,00% | 100,00% |
16/07/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 135 327 | 100 000 | 52 140 CHF | 39 551 CHF | 100,00% | 100,00% |
15/07/2024 | 2,03% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 106 280 | 100 000 | 51 715 CHF | 49 877 CHF | 99,53% | 99,53% |
12/07/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 107 995 | 100 000 | 52 516 CHF | 49 662 CHF | 98,32% | 98,32% |