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 | 14.33% | 0.20 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'326 CHF | 3'826 CHF | 97.93% | 97.93% |
24.07.2024 | 10.87% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'360 CHF | 4'860 CHF | 99.57% | 99.57% |
23.07.2024 | 10.04% | 0.18 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'772 CHF | 5'272 CHF | 89.26% | 89.26% |
22.07.2024 | 5.97% | 0.34 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'130 CHF | 8'630 CHF | 26.78% | 26.78% |
19.07.2024 | 6.36% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'622 CHF | 8'122 CHF | 98.68% | 98.68% |
18.07.2024 | 5.10% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'566 CHF | 10'066 CHF | 98.98% | 98.98% |
17.07.2024 | 6.06% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'018 CHF | 8'518 CHF | 99.47% | 99.47% |
16.07.2024 | 5.59% | 0.35 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'708 CHF | 9'208 CHF | 99.48% | 99.48% |
15.07.2024 | 5.03% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'698 CHF | 10'198 CHF | 98.05% | 98.05% |
12.07.2024 | 4.99% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'767 CHF | 10'267 CHF | 99.55% | 99.55% |