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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'864 | 36'010 | 53'000 CHF | 17'750 CHF | 52.54% | 52.54% |
12.07.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'691 | 50'764 | 52'170 CHF | 29'619 CHF | 53.59% | 53.59% |
11.07.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 116'858 | 50'831 | 52'910 CHF | 23'712 CHF | 39.25% | 39.25% |
10.07.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 139'965 | 51'862 | 51'250 CHF | 19'756 CHF | 46.24% | 46.24% |
09.07.2024 | 3.17% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 166'262 | 53'888 | 51'602 CHF | 17'371 CHF | 28.49% | 28.49% |
08.07.2024 | 5.05% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 170'274 | 45'531 | 51'189 CHF | 13'653 CHF | 46.32% | 46.32% |
05.07.2024 | 5.99% | 0.40 CHF | 0.41 CHF | 130'000 | 40'000 | 123'962 | 24'209 | 51'220 CHF | 10'489 CHF | 97.11% | 97.11% |
04.07.2024 | 6.64% | 0.43 CHF | 0.46 CHF | 120'000 | 20'000 | 120'000 | 20'000 | 52'392 CHF | 9'332 CHF | 99.17% | 99.17% |
03.07.2024 | 6.28% | 0.45 CHF | 0.46 CHF | 120'000 | 40'000 | 127'556 | 24'343 | 51'145 CHF | 10'518 CHF | 99.64% | 99.64% |
02.07.2024 | 7.96% | 0.35 CHF | 0.36 CHF | 150'000 | 40'000 | 166'713 | 24'289 | 51'956 CHF | 8'221 CHF | 99.28% | 99.28% |