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 | 26.08% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'006 CHF | 5'206 CHF | 99.97% | 99.97% |
24.07.2024 | 21.62% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 118'747 | 118'747 | 4'917 CHF | 6'104 CHF | 100.00% | 100.00% |
23.07.2024 | 27.98% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'857 CHF | 5'057 CHF | 100.00% | 100.00% |
22.07.2024 | 25.48% | 0.04 CHF | 0.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 4'137 CHF | 5'337 CHF | 100.00% | 100.00% |
19.07.2024 | 38.76% | 0.02 CHF | 0.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 2'506 CHF | 3'706 CHF | 100.00% | 100.00% |
18.07.2024 | 32.31% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'122 CHF | 4'322 CHF | 100.00% | 100.00% |
17.07.2024 | 31.01% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 119'456 | 119'456 | 3'301 CHF | 4'501 CHF | 99.63% | 99.63% |
16.07.2024 | 27.00% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 119'053 | 119'053 | 3'877 CHF | 5'077 CHF | 100.00% | 100.00% |
15.07.2024 | 27.43% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 3'782 CHF | 4'982 CHF | 100.00% | 100.00% |
12.07.2024 | 35.09% | 0.03 CHF | 0.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 2'921 CHF | 4'121 CHF | 100.00% | 100.00% |