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 | 12.18% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 653'580 | 339'031 | 50'377 CHF | 29'522 CHF | 99.93% | 99.93% |
24.07.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 714'147 | 369'442 | 50'454 CHF | 29'799 CHF | 100.00% | 100.00% |
23.07.2024 | 10.32% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 553'321 | 428'431 | 50'850 CHF | 45'569 CHF | 100.00% | 100.00% |
22.07.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 483'912 | 478'227 | 51'186 CHF | 55'452 CHF | 100.00% | 100.00% |
19.07.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 394'243 | 394'245 | 52'225 CHF | 56'168 CHF | 99.47% | 99.47% |
18.07.2024 | 7.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'545 | 410'544 | 51'616 CHF | 55'721 CHF | 97.67% | 97.67% |
17.07.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'453 | 402'453 | 51'961 CHF | 55'986 CHF | 99.70% | 99.70% |
16.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'098 | 425'096 | 51'116 CHF | 55'366 CHF | 100.00% | 100.00% |
15.07.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 409'363 | 409'368 | 51'623 CHF | 55'717 CHF | 100.00% | 100.00% |
12.07.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 381'570 | 381'569 | 52'655 CHF | 56'470 CHF | 97.73% | 97.73% |