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 | 14.38% | 0.11 CHF | 0.13 CHF | 460'000 | 25'000 | 454'873 | 25'000 | 50'574 CHF | 3'213 CHF | 99.76% | 99.76% |
24.07.2024 | 12.55% | 0.12 CHF | 0.14 CHF | 420'000 | 25'000 | 407'905 | 25'000 | 50'527 CHF | 3'519 CHF | 100.00% | 100.00% |
23.07.2024 | 13.80% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 443'586 | 24'829 | 49'420 CHF | 3'216 CHF | 99.99% | 99.99% |
22.07.2024 | 15.74% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 475'546 | 25'000 | 50'299 CHF | 3'104 CHF | 95.25% | 95.25% |
19.07.2024 | 15.06% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 43'122 CHF | 2'504 CHF | 100.00% | 100.00% |
18.07.2024 | 16.30% | 0.09 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 46'043 CHF | 2'710 CHF | 100.00% | 100.00% |
17.07.2024 | 16.19% | 0.09 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 45'364 CHF | 2'670 CHF | 100.00% | 100.00% |
16.07.2024 | 13.30% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 49'654 CHF | 2'838 CHF | 100.00% | 100.00% |
15.07.2024 | 20.14% | 0.09 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 41'010 CHF | 2'509 CHF | 98.73% | 98.73% |
12.07.2024 | 16.79% | 0.08 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 38'655 CHF | 2'285 CHF | 99.38% | 99.38% |