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 | 2,98% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 156 107 | 75 000 | 51 634 CHF | 25 745 CHF | 97,81% | 97,81% |
24/07/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 100 955 | 75 000 | 52 749 CHF | 39 971 CHF | 89,38% | 89,38% |
23/07/2024 | 1,71% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 693 | 75 000 | 52 568 CHF | 44 251 CHF | 100,00% | 100,00% |
22/07/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 90 843 | 75 000 | 53 063 CHF | 44 588 CHF | 99,52% | 99,52% |
19/07/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 95 944 | 75 000 | 53 056 CHF | 42 283 CHF | 90,11% | 90,11% |
18/07/2024 | 1,75% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 82 953 | 75 000 | 52 386 CHF | 48 263 CHF | 99,12% | 99,12% |
17/07/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 78 799 | 75 000 | 54 891 CHF | 53 130 CHF | 98,79% | 98,79% |
16/07/2024 | 1,40% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 353 | 75 000 | 55 641 CHF | 54 028 CHF | 100,00% | 100,00% |
15/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 069 CHF | 58 819 CHF | 95,00% | 95,00% |
12/07/2024 | 1,46% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 209 | 75 000 | 56 287 CHF | 56 964 CHF | 99,01% | 99,01% |