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 | 4.67% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 37'635 CHF | 39'435 CHF | 99.97% | 99.97% |
24.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 40'685 CHF | 42'485 CHF | 100.00% | 100.00% |
23.07.2024 | 5.11% | 0.21 CHF | 0.22 CHF | 190'000 | 190'000 | 196'491 | 196'491 | 37'804 CHF | 39'769 CHF | 99.77% | 99.77% |
22.07.2024 | 5.07% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 42'445 CHF | 44'645 CHF | 100.00% | 100.00% |
19.07.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 34'300 CHF | 36'500 CHF | 100.00% | 100.00% |
18.07.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 230'000 | 230'000 | 229'854 | 229'854 | 37'285 CHF | 39'583 CHF | 99.97% | 99.97% |
17.07.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 216'824 | 216'824 | 34'595 CHF | 36'773 CHF | 99.63% | 99.63% |
16.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 226'391 | 226'391 | 39'034 CHF | 41'316 CHF | 100.00% | 100.00% |
15.07.2024 | 5.82% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 219'992 | 219'992 | 36'706 CHF | 38'906 CHF | 100.00% | 100.00% |
12.07.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 219'980 | 219'980 | 33'889 CHF | 36'089 CHF | 100.00% | 100.00% |