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 | 3.32% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 67'218 | 29'134 | 55'180 CHF | 24'514 CHF | 98.65% | 98.65% |
12.07.2024 | 3.45% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 68'488 | 28'994 | 54'558 CHF | 24'246 CHF | 99.59% | 99.59% |
11.07.2024 | 3.17% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 61'212 | 29'300 | 52'407 CHF | 25'736 CHF | 90.29% | 90.29% |
10.07.2024 | 3.78% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 75'908 | 29'031 | 55'307 CHF | 22'826 CHF | 97.59% | 97.59% |
09.07.2024 | 9.02% | 0.67 CHF | 0.73 CHF | 5'000 | 5'000 | 2'912 | 2'912 | 2'060 CHF | 2'252 CHF | 96.17% | 96.17% |
08.07.2024 | 10.74% | 0.62 CHF | 0.68 CHF | 5'000 | 5'000 | 2'900 | 2'900 | 1'760 CHF | 1'952 CHF | 99.62% | 99.62% |
05.07.2024 | 7.79% | 0.53 CHF | 0.59 CHF | 5'000 | 5'000 | 97'309 | 19'749 | 40'959 CHF | 9'012 CHF | 95.33% | 95.33% |
04.07.2024 | 15.31% | 0.37 CHF | 0.44 CHF | 1'000 | 1'000 | 17'061 | 2'121 | 6'914 CHF | 946 CHF | 89.99% | 89.99% |
03.07.2024 | 15.94% | 0.39 CHF | 0.45 CHF | 5'000 | 5'000 | 2'869 | 2'869 | 1'121 CHF | 1'311 CHF | 99.61% | 99.61% |
02.07.2024 | 21.48% | 0.31 CHF | 0.37 CHF | 5'000 | 5'000 | 2'933 | 2'926 | 844 CHF | 1'034 CHF | 89.72% | 89.72% |