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 | 4.68% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 144'177 | 25'000 | 51'252 CHF | 9'322 CHF | 98.93% | 98.93% |
24.07.2024 | 4.09% | 0.39 CHF | 0.41 CHF | 130'000 | 25'000 | 129'258 | 25'000 | 51'961 CHF | 10'500 CHF | 98.89% | 98.89% |
23.07.2024 | 4.97% | 0.39 CHF | 0.41 CHF | 130'000 | 25'000 | 156'754 | 24'820 | 51'035 CHF | 8'690 CHF | 94.22% | 94.22% |
22.07.2024 | 5.03% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 167'793 | 25'000 | 51'794 CHF | 8'151 CHF | 98.09% | 98.09% |
19.07.2024 | 6.69% | 0.24 CHF | 0.25 CHF | 210'000 | 25'000 | 224'812 | 25'000 | 50'480 CHF | 6'018 CHF | 100.00% | 100.00% |
18.07.2024 | 6.26% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 206'534 | 25'000 | 50'746 CHF | 6'550 CHF | 100.00% | 100.00% |
17.07.2024 | 6.78% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 210'221 | 25'000 | 50'511 CHF | 6'438 CHF | 96.51% | 96.51% |
16.07.2024 | 5.92% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 189'648 | 25'000 | 51'224 CHF | 7'170 CHF | 99.99% | 99.99% |
15.07.2024 | 6.26% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 198'203 | 25'000 | 51'164 CHF | 6'878 CHF | 98.73% | 98.73% |
12.07.2024 | 6.33% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 211'493 | 25'000 | 50'333 CHF | 6'352 CHF | 99.38% | 99.38% |