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 | 8.28% | 0.12 CHF | 0.13 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 104'358 CHF | 25'191 CHF | 96.58% | 96.58% |
24.07.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 124'943 CHF | 29'765 CHF | 95.16% | 95.16% |
23.07.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 108'964 CHF | 26'214 CHF | 96.91% | 96.91% |
22.07.2024 | 8.37% | 0.14 CHF | 0.15 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 103'834 CHF | 25'074 CHF | 97.90% | 97.90% |
19.07.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 66'839 CHF | 16'853 CHF | 97.68% | 97.68% |
18.07.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 73'121 CHF | 18'249 CHF | 99.16% | 99.16% |
17.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 72'475 CHF | 18'106 CHF | 99.16% | 99.16% |
16.07.2024 | 10.31% | 0.09 CHF | 0.10 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 83'016 CHF | 20'448 CHF | 99.17% | 99.17% |
15.07.2024 | 10.89% | 0.08 CHF | 0.09 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 78'392 CHF | 19'421 CHF | 99.16% | 99.16% |
12.07.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 900'000 | 200'000 | 900'000 | 200'000 | 69'293 CHF | 17'398 CHF | 99.16% | 99.16% |