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 | 10.84% | 0.11 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'726 CHF | 9'705 CHF | 99.57% | 99.57% |
24.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'568 | 100'000 | 53'059 CHF | 49'887 CHF | 100.00% | 100.00% |
23.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'224 | 100'000 | 51'976 CHF | 52'867 CHF | 99.37% | 99.37% |
22.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'692 CHF | 54'692 CHF | 99.44% | 99.44% |
19.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'111 | 100'000 | 51'668 CHF | 51'150 CHF | 100.00% | 100.00% |
18.07.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'034 | 100'000 | 52'479 CHF | 52'973 CHF | 99.83% | 99.83% |
17.07.2024 | 2.43% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 126'911 | 100'000 | 51'506 CHF | 41'744 CHF | 100.00% | 100.00% |
16.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'540 | 100'000 | 51'586 CHF | 42'779 CHF | 100.00% | 100.00% |
15.07.2024 | 1.91% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 102'590 | 100'000 | 53'297 CHF | 53'066 CHF | 99.68% | 99.68% |
12.07.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'909 CHF | 52'909 CHF | 98.32% | 98.32% |