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 | 6.95% | 0.09 CHF | 0.10 CHF | 98'000 | 98'000 | 98'895 | 98'895 | 14'011 CHF | 15'000 CHF | 99.94% | 99.94% |
24.07.2024 | 6.24% | 0.14 CHF | 0.15 CHF | 98'000 | 98'000 | 99'563 | 99'563 | 15'535 CHF | 16'531 CHF | 99.99% | 99.99% |
23.07.2024 | 6.37% | 0.14 CHF | 0.16 CHF | 98'000 | 98'000 | 99'214 | 99'214 | 15'203 CHF | 16'196 CHF | 100.00% | 100.00% |
22.07.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 99'792 | 99'792 | 16'008 CHF | 17'005 CHF | 99.98% | 99.98% |
19.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'034 | 100'034 | 20'196 CHF | 21'196 CHF | 100.00% | 100.00% |
18.07.2024 | 5.23% | 0.21 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'686 CHF | 19'686 CHF | 99.99% | 99.99% |
17.07.2024 | 4.28% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'408 | 100'408 | 23'555 CHF | 24'564 CHF | 99.73% | 99.73% |
16.07.2024 | 5.31% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'410 CHF | 19'410 CHF | 100.00% | 100.00% |
15.07.2024 | 7.90% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 98'059 | 98'059 | 12'038 CHF | 13'018 CHF | 100.00% | 100.00% |
12.07.2024 | 7.72% | 0.10 CHF | 0.11 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 12'303 CHF | 13'283 CHF | 100.00% | 100.00% |