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 | 8.61% | 0.15 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'919 CHF | 11'888 CHF | 99.69% | 99.69% |
24.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'233 CHF | 54'233 CHF | 100.00% | 100.00% |
23.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'177 CHF | 57'177 CHF | 99.37% | 99.37% |
22.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'064 CHF | 59'064 CHF | 99.44% | 99.44% |
19.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'357 CHF | 55'357 CHF | 99.97% | 99.97% |
18.07.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'270 CHF | 57'270 CHF | 99.25% | 99.25% |
17.07.2024 | 2.21% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 116'125 | 100'000 | 52'021 CHF | 45'944 CHF | 97.57% | 97.57% |
16.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'531 | 100'000 | 51'383 CHF | 47'086 CHF | 100.00% | 100.00% |
15.07.2024 | 1.76% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'462 CHF | 57'462 CHF | 99.68% | 99.68% |
12.07.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'183 CHF | 57'183 CHF | 98.32% | 98.32% |