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 | 9.79% | 0.15 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'070 CHF | 7'800 CHF | 98.75% | 98.75% |
24.07.2024 | 9.92% | 0.15 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'926 CHF | 8'755 CHF | 100.00% | 100.00% |
23.07.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 305'262 | 100'000 | 51'046 CHF | 17'737 CHF | 91.86% | 91.86% |
22.07.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 298'109 | 100'000 | 50'940 CHF | 18'095 CHF | 100.00% | 100.00% |
19.07.2024 | 6.39% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 336'771 | 100'000 | 50'998 CHF | 16'162 CHF | 95.59% | 95.59% |
18.07.2024 | 6.33% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 333'268 | 100'000 | 51'022 CHF | 16'337 CHF | 99.28% | 99.28% |
17.07.2024 | 7.42% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 389'795 | 100'000 | 50'582 CHF | 14'011 CHF | 98.47% | 98.47% |
16.07.2024 | 8.10% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'482 CHF | 7'030 CHF | 92.81% | 92.81% |
15.07.2024 | 9.99% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 210'089 | 74'257 | 27'659 CHF | 10'483 CHF | 49.83% | 49.83% |
12.07.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 217'428 | 100'000 | 50'535 CHF | 24'257 CHF | 99.01% | 99.01% |