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 | 10.06% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 42'615 CHF | 47'115 CHF | 100.00% | 100.00% |
24.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 45'188 CHF | 49'688 CHF | 100.00% | 100.00% |
23.07.2024 | 10.74% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 44'392 CHF | 49'392 CHF | 100.00% | 100.00% |
22.07.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 42'235 CHF | 47'235 CHF | 100.00% | 100.00% |
19.07.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 36'647 CHF | 41'647 CHF | 100.00% | 100.00% |
18.07.2024 | 12.27% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 38'267 CHF | 43'267 CHF | 100.00% | 100.00% |
17.07.2024 | 12.44% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 37'692 CHF | 42'692 CHF | 99.80% | 99.80% |
16.07.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 39'769 CHF | 44'769 CHF | 100.00% | 100.00% |
15.07.2024 | 12.12% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 38'772 CHF | 43'772 CHF | 100.00% | 100.00% |
12.07.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 36'830 CHF | 41'830 CHF | 100.00% | 100.00% |