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 | 2.77% | 0.36 CHF | 0.37 CHF | 140'000 | 20'000 | 144'199 | 8'074 | 51'235 CHF | 2'923 CHF | 98.94% | 98.94% |
12.07.2024 | 3.32% | 0.33 CHF | 0.34 CHF | 160'000 | 20'000 | 174'439 | 8'878 | 51'684 CHF | 2'804 CHF | 82.67% | 82.67% |
11.07.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 170'000 | 20'000 | 177'349 | 8'044 | 50'910 CHF | 2'402 CHF | 98.97% | 98.97% |
10.07.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 190'000 | 20'000 | 202'483 | 8'049 | 50'491 CHF | 2'153 CHF | 99.59% | 99.59% |
09.07.2024 | 21.77% | 0.20 CHF | 0.25 CHF | 2'000 | 2'000 | 805 | 805 | 163 CHF | 203 CHF | 99.65% | 99.65% |
08.07.2024 | 22.49% | 0.19 CHF | 0.24 CHF | 2'000 | 2'000 | 805 | 805 | 159 CHF | 200 CHF | 99.64% | 99.64% |
05.07.2024 | 8.45% | 0.24 CHF | 0.29 CHF | 2'000 | 2'000 | 150'624 | 4'452 | 36'181 CHF | 1'135 CHF | 72.33% | 72.33% |
04.07.2024 | 19.85% | 0.21 CHF | 0.26 CHF | 1'000 | 1'000 | 28'129 | 2'064 | 6'161 CHF | 495 CHF | 94.75% | 94.75% |
03.07.2024 | 28.57% | 0.20 CHF | 0.25 CHF | 2'000 | 2'000 | 816 | 816 | 134 CHF | 174 CHF | 99.33% | 99.33% |
02.07.2024 | 32.50% | 0.12 CHF | 0.17 CHF | 2'000 | 2'000 | 836 | 816 | 107 CHF | 145 CHF | 99.25% | 99.25% |