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 | 6.54% | 0.15 CHF | 0.16 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 17'754 CHF | 18'954 CHF | 99.94% | 99.94% |
24.07.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 118'749 | 118'749 | 19'635 CHF | 20'823 CHF | 100.00% | 100.00% |
23.07.2024 | 7.07% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 16'653 CHF | 17'853 CHF | 100.00% | 100.00% |
22.07.2024 | 6.83% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 17'030 CHF | 18'230 CHF | 100.00% | 100.00% |
19.07.2024 | 8.94% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 12'846 CHF | 14'046 CHF | 99.99% | 99.99% |
18.07.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 13'550 CHF | 14'750 CHF | 100.00% | 100.00% |
17.07.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 119'457 | 119'457 | 13'405 CHF | 14'605 CHF | 99.63% | 99.63% |
16.07.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 120'000 | 120'000 | 119'053 | 119'053 | 14'674 CHF | 15'874 CHF | 100.00% | 100.00% |
15.07.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 14'278 CHF | 15'478 CHF | 100.00% | 100.00% |
12.07.2024 | 8.91% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 12'908 CHF | 14'108 CHF | 100.00% | 100.00% |