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 | 6,83% | 0,31 CHF | 0,33 CHF | 158 600 | 50 000 | 158 691 | 50 000 | 48 791 CHF | 16 460 CHF | 1,61% | 95,04% |
24/07/2024 | 5,07% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 123 585 | 50 000 | 52 171 CHF | 22 285 CHF | 97,59% | 99,99% |
23/07/2024 | 3,98% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 101 964 | 50 000 | 52 673 CHF | 26 939 CHF | 97,23% | 97,23% |
22/07/2024 | 5,45% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 139 355 | 50 000 | 51 567 CHF | 19 586 CHF | 57,79% | 57,79% |
19/07/2024 | 6,84% | 0,32 CHF | 0,34 CHF | 160 492 | 50 000 | 160 981 | 50 000 | 45 575 CHF | 15 157 CHF | 83,44% | 83,44% |
18/07/2024 | 6,44% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 149 626 | 50 000 | 48 630 CHF | 17 508 CHF | 31,43% | 31,43% |
17/07/2024 | 5,39% | 0,37 CHF | 0,40 CHF | 140 000 | 50 000 | 139 324 | 50 000 | 52 143 CHF | 19 773 CHF | 95,72% | 95,72% |
16/07/2024 | 5,73% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 145 678 | 50 000 | 51 611 CHF | 18 806 CHF | 99,22% | 99,22% |
15/07/2024 | 5,01% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 132 352 | 50 000 | 51 491 CHF | 20 513 CHF | 95,25% | 95,25% |
12/07/2024 | 7,33% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 161 863 | 50 000 | 44 781 CHF | 14 892 CHF | 62,06% | 62,06% |