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 | 14.90% | 0.05 CHF | 0.06 CHF | 340'000 | 340'000 | 331'825 | 331'825 | 20'670 CHF | 23'988 CHF | 99.96% | 99.96% |
24.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 44'928 CHF | 48'128 CHF | 100.00% | 100.00% |
23.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 48'681 CHF | 51'881 CHF | 100.00% | 100.00% |
22.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 51'270 CHF | 54'470 CHF | 99.98% | 99.98% |
19.07.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 46'900 CHF | 50'100 CHF | 99.95% | 99.95% |
18.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 48'178 CHF | 51'378 CHF | 100.00% | 100.00% |
17.07.2024 | 8.48% | 0.13 CHF | 0.14 CHF | 320'000 | 320'000 | 327'239 | 327'239 | 37'437 CHF | 40'724 CHF | 99.98% | 99.98% |
16.07.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 330'000 | 330'000 | 327'390 | 327'390 | 38'706 CHF | 42'006 CHF | 100.00% | 100.00% |
15.07.2024 | 6.53% | 0.13 CHF | 0.14 CHF | 320'000 | 320'000 | 319'992 | 319'992 | 47'627 CHF | 50'827 CHF | 100.00% | 100.00% |
12.07.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 320'000 | 320'000 | 319'988 | 319'988 | 47'854 CHF | 51'054 CHF | 99.96% | 99.96% |