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 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 102'232 | 62'329 | 51'386 CHF | 32'034 CHF | 80.63% | 80.63% |
12.07.2024 | 2.37% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 127'231 | 60'917 | 52'943 CHF | 26'314 CHF | 97.68% | 97.68% |
11.07.2024 | 2.13% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 112'664 | 60'904 | 52'223 CHF | 28'500 CHF | 99.18% | 99.18% |
10.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'754 | 61'321 | 51'685 CHF | 27'094 CHF | 95.64% | 95.64% |
09.07.2024 | 12.24% | 0.38 CHF | 0.43 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 2'336 CHF | 2'640 CHF | 99.63% | 99.63% |
08.07.2024 | 12.77% | 0.36 CHF | 0.41 CHF | 10'000 | 10'000 | 6'160 | 6'160 | 2'232 CHF | 2'540 CHF | 93.22% | 93.22% |
05.07.2024 | 5.51% | 0.34 CHF | 0.39 CHF | 10'000 | 10'000 | 132'572 | 41'826 | 41'544 CHF | 13'653 CHF | 94.16% | 94.16% |
04.07.2024 | 14.39% | 0.29 CHF | 0.34 CHF | 5'000 | 5'000 | 25'836 | 10'682 | 7'921 CHF | 3'507 CHF | 88.74% | 88.74% |
03.07.2024 | 16.84% | 0.28 CHF | 0.33 CHF | 10'000 | 10'000 | 5'978 | 5'978 | 1'632 CHF | 1'931 CHF | 94.21% | 94.21% |
02.07.2024 | 19.47% | 0.28 CHF | 0.33 CHF | 10'000 | 10'000 | 6'099 | 6'092 | 1'448 CHF | 1'751 CHF | 99.64% | 99.64% |