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 | 2.91% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 153'067 | 25'805 | 51'809 CHF | 9'163 CHF | 93.72% | 93.72% |
12.07.2024 | 15.47% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 106'242 | 16'309 | 22'116 CHF | 3'827 CHF | 96.41% | 96.41% |
11.07.2024 | 7.78% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 52'619 | 17'119 | 22'105 CHF | 7'434 CHF | 94.90% | 94.90% |
10.07.2024 | 10.93% | 0.38 CHF | 0.42 CHF | 5'000 | 5'000 | 2'906 | 2'906 | 1'111 CHF | 1'238 CHF | 97.25% | 97.25% |
09.07.2024 | 13.77% | 0.34 CHF | 0.39 CHF | 5'000 | 5'000 | 2'871 | 2'871 | 873 CHF | 999 CHF | 99.29% | 99.29% |
08.07.2024 | 15.01% | 0.32 CHF | 0.36 CHF | 5'000 | 5'000 | 2'883 | 2'883 | 785 CHF | 911 CHF | 97.80% | 97.80% |
05.07.2024 | 10.49% | 0.28 CHF | 0.33 CHF | 5'000 | 5'000 | 63'811 | 12'704 | 19'271 CHF | 3'963 CHF | 31.85% | 31.85% |
04.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190'000 | 10'000 | 184'030 | 10'000 | 50'763 CHF | 2'860 CHF | 5.36% | 5.36% |
03.07.2024 | 21.62% | 0.19 CHF | 0.23 CHF | 5'000 | 5'000 | 2'330 | 2'330 | 427 CHF | 529 CHF | 79.13% | 79.13% |
02.07.2024 | 48.80% | 0.14 CHF | 0.18 CHF | 5'000 | 5'000 | 4'968 | 2'902 | 469 CHF | 351 CHF | 89.43% | 89.43% |