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 | 1.49% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 84'932 | 62'329 | 56'467 CHF | 42'101 CHF | 80.63% | 80.63% |
12.07.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 92'393 | 60'916 | 52'746 CHF | 35'695 CHF | 97.67% | 97.67% |
11.07.2024 | 1.60% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 85'371 | 60'900 | 52'981 CHF | 38'081 CHF | 99.17% | 99.17% |
10.07.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 92'264 | 61'319 | 53'936 CHF | 36'664 CHF | 95.63% | 95.63% |
09.07.2024 | 8.93% | 0.54 CHF | 0.59 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 3'259 CHF | 3'564 CHF | 99.62% | 99.62% |
08.07.2024 | 9.22% | 0.51 CHF | 0.56 CHF | 10'000 | 10'000 | 6'161 | 6'161 | 3'157 CHF | 3'465 CHF | 93.24% | 93.24% |
05.07.2024 | 3.86% | 0.48 CHF | 0.53 CHF | 10'000 | 10'000 | 90'925 | 41'827 | 41'542 CHF | 19'657 CHF | 94.16% | 94.16% |
04.07.2024 | 9.88% | 0.43 CHF | 0.48 CHF | 5'000 | 5'000 | 19'518 | 10'681 | 8'696 CHF | 5'000 CHF | 88.73% | 88.73% |
03.07.2024 | 11.46% | 0.42 CHF | 0.47 CHF | 10'000 | 10'000 | 5'978 | 5'978 | 2'466 CHF | 2'765 CHF | 94.20% | 94.20% |
02.07.2024 | 12.91% | 0.42 CHF | 0.47 CHF | 10'000 | 10'000 | 6'076 | 6'074 | 2'240 CHF | 2'543 CHF | 99.17% | 99.17% |