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 | 3.93% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 29'966 CHF | 31'166 CHF | 99.97% | 99.97% |
24.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 118'745 | 118'745 | 32'452 CHF | 33'640 CHF | 100.00% | 100.00% |
23.07.2024 | 4.26% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 27'908 CHF | 29'108 CHF | 100.00% | 100.00% |
22.07.2024 | 4.12% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 28'638 CHF | 29'838 CHF | 100.00% | 100.00% |
19.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 22'705 CHF | 23'905 CHF | 99.98% | 99.98% |
18.07.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'540 CHF | 24'740 CHF | 99.98% | 99.98% |
17.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 120'000 | 120'000 | 119'451 | 119'451 | 23'127 CHF | 24'327 CHF | 99.63% | 99.63% |
16.07.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 119'058 | 119'058 | 24'963 CHF | 26'163 CHF | 99.99% | 99.99% |
15.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 24'360 CHF | 25'560 CHF | 100.00% | 100.00% |
12.07.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 22'478 CHF | 23'678 CHF | 100.00% | 100.00% |