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 | 3.07% | 0.58 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'321 CHF | 66'321 CHF | 98.08% | 98.08% |
24.07.2024 | 3.23% | 0.62 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'844 CHF | 62'844 CHF | 99.57% | 99.57% |
23.07.2024 | 3.30% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'732 CHF | 61'732 CHF | 89.27% | 89.27% |
22.07.2024 | 4.23% | 0.45 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'336 CHF | 48'336 CHF | 26.81% | 26.81% |
19.07.2024 | 4.03% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 48'633 CHF | 50'633 CHF | 98.87% | 98.87% |
18.07.2024 | 4.79% | 0.40 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'780 CHF | 42'780 CHF | 98.92% | 98.92% |
17.07.2024 | 4.14% | 0.46 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'385 CHF | 49'385 CHF | 99.47% | 99.47% |
16.07.2024 | 4.34% | 0.45 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'126 CHF | 47'126 CHF | 99.53% | 99.53% |
15.07.2024 | 4.74% | 0.40 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'229 CHF | 43'229 CHF | 98.05% | 98.05% |
12.07.2024 | 4.75% | 0.39 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'130 CHF | 43'130 CHF | 99.55% | 99.55% |