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 | 3.25% | 0.52 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'418 CHF | 30'387 CHF | 99.51% | 99.51% |
24.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'233 CHF | 91'233 CHF | 100.00% | 100.00% |
23.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'177 CHF | 94'177 CHF | 99.37% | 99.37% |
22.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'064 CHF | 96'064 CHF | 99.44% | 99.44% |
19.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'355 CHF | 92'355 CHF | 99.89% | 99.89% |
18.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'270 CHF | 94'270 CHF | 99.25% | 99.25% |
17.07.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'944 CHF | 82'944 CHF | 97.57% | 97.57% |
16.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'086 CHF | 84'086 CHF | 100.00% | 100.00% |
15.07.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'369 CHF | 94'369 CHF | 99.68% | 99.68% |
12.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'145 CHF | 94'145 CHF | 98.32% | 98.32% |