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 | 2,24% | 0,48 CHF | 0,49 CHF | 320 000 | 320 000 | 320 000 | 320 000 | 141 700 CHF | 144 900 CHF | 99,92% | 99,92% |
24/07/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 191 053 CHF | 194 053 CHF | 99,80% | 99,80% |
23/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 234 186 CHF | 237 186 CHF | 100,00% | 100,00% |
22/07/2024 | 1,29% | 0,82 CHF | 0,83 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 263 645 CHF | 267 045 CHF | 99,99% | 99,99% |
19/07/2024 | 1,54% | 0,61 CHF | 0,62 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 200 622 CHF | 203 722 CHF | 100,00% | 100,00% |
18/07/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 225 476 CHF | 228 375 CHF | 99,98% | 99,98% |
17/07/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 310 000 | 310 000 | 308 394 | 308 394 | 251 911 CHF | 255 011 CHF | 99,99% | 99,99% |
16/07/2024 | 1,46% | 0,76 CHF | 0,77 CHF | 300 000 | 300 000 | 297 467 | 297 467 | 206 348 CHF | 209 348 CHF | 100,00% | 100,00% |
15/07/2024 | 1,06% | 0,81 CHF | 0,82 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 273 847 CHF | 276 747 CHF | 95,08% | 95,08% |
12/07/2024 | 1,14% | 0,96 CHF | 0,97 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 271 397 CHF | 274 497 CHF | 100,00% | 100,00% |