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 | 2,30% | 0,48 CHF | 0,49 CHF | 200 000 | 200 000 | 135 038 | 121 471 | 57 869 CHF | 53 126 CHF | 87,71% | 87,71% |
24/07/2024 | 7,08% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 41 521 | 41 521 | 24 609 CHF | 25 370 CHF | 88,50% | 88,50% |
23/07/2024 | 1,10% | 0,91 CHF | 0,93 CHF | 200 000 | 200 000 | 101 064 | 101 064 | 91 541 CHF | 92 551 CHF | 78,79% | 78,91% |
22/07/2024 | 1,23% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 121 757 | 121 757 | 100 359 CHF | 101 576 CHF | 99,43% | 99,65% |
19/07/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 200 000 | 200 000 | 149 321 | 149 321 | 115 696 CHF | 117 190 CHF | 42,59% | 99,15% |
18/07/2024 | 1,14% | 0,75 CHF | 0,76 CHF | 200 000 | 200 000 | 121 795 | 121 795 | 104 834 CHF | 106 052 CHF | 99,20% | 99,20% |
17/07/2024 | 1,08% | 0,83 CHF | 0,84 CHF | 200 000 | 200 000 | 121 666 | 121 666 | 110 757 CHF | 111 974 CHF | 99,47% | 99,47% |
16/07/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 200 000 | 200 000 | 121 745 | 121 745 | 138 976 CHF | 140 194 CHF | 99,45% | 99,45% |
15/07/2024 | 0,92% | 1,17 CHF | 1,18 CHF | 200 000 | 200 000 | 121 800 | 121 800 | 133 438 CHF | 134 656 CHF | 99,36% | 99,36% |
12/07/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 200 000 | 200 000 | 121 732 | 121 732 | 133 348 CHF | 134 566 CHF | 99,68% | 99,68% |