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 | 8.00% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 42'000 CHF | 45'500 CHF | 99.79% | 99.79% |
24.07.2024 | 8.52% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 44'997 CHF | 48'997 CHF | 100.00% | 100.00% |
23.07.2024 | 7.48% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 45'404 CHF | 48'904 CHF | 100.00% | 100.00% |
22.07.2024 | 7.12% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 33'935 CHF | 36'435 CHF | 100.00% | 100.00% |
19.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 40'072 CHF | 42'572 CHF | 100.00% | 100.00% |
18.07.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 38'215 CHF | 40'715 CHF | 100.00% | 100.00% |
17.07.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 47'188 CHF | 50'188 CHF | 99.78% | 99.78% |
16.07.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 37'391 CHF | 39'891 CHF | 100.00% | 100.00% |
15.07.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 38'153 CHF | 40'653 CHF | 100.00% | 100.00% |
12.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 48'180 CHF | 51'180 CHF | 100.00% | 100.00% |