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 | 4.39% | 0.38 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'661 CHF | 46'661 CHF | 98.07% | 98.07% |
24.07.2024 | 4.76% | 0.42 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'032 CHF | 43'032 CHF | 99.58% | 99.58% |
23.07.2024 | 4.91% | 0.41 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'803 CHF | 41'803 CHF | 89.27% | 89.27% |
22.07.2024 | 7.31% | 0.25 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 26'405 CHF | 28'405 CHF | 26.81% | 26.81% |
19.07.2024 | 6.74% | 0.31 CHF | 0.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'695 CHF | 30'695 CHF | 98.69% | 98.69% |
18.07.2024 | 9.16% | 0.20 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'885 CHF | 22'885 CHF | 98.95% | 98.95% |
17.07.2024 | 7.06% | 0.26 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'402 CHF | 29'402 CHF | 99.45% | 99.45% |
16.07.2024 | 7.70% | 0.25 CHF | 0.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 25'030 CHF | 27'030 CHF | 99.52% | 99.52% |
15.07.2024 | 9.05% | 0.20 CHF | 0.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'136 CHF | 23'136 CHF | 98.07% | 98.07% |
12.07.2024 | 9.09% | 0.19 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'047 CHF | 23'047 CHF | 99.55% | 99.55% |