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 | 3.47% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 180'462 | 25'540 | 51'173 CHF | 7'652 CHF | 92.70% | 92.70% |
12.07.2024 | 18.98% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 128'972 | 16'308 | 22'038 CHF | 3'188 CHF | 96.40% | 96.40% |
11.07.2024 | 8.28% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 61'186 | 17'227 | 21'990 CHF | 6'425 CHF | 95.20% | 95.20% |
10.07.2024 | 12.66% | 0.32 CHF | 0.36 CHF | 5'000 | 5'000 | 2'906 | 2'906 | 942 CHF | 1'068 CHF | 97.24% | 97.24% |
09.07.2024 | 15.35% | 0.29 CHF | 0.33 CHF | 5'000 | 5'000 | 2'874 | 2'874 | 735 CHF | 855 CHF | 99.43% | 99.43% |
08.07.2024 | 17.66% | 0.27 CHF | 0.31 CHF | 5'000 | 5'000 | 2'884 | 2'884 | 654 CHF | 778 CHF | 97.79% | 97.79% |
05.07.2024 | 12.32% | 0.24 CHF | 0.28 CHF | 5'000 | 5'000 | 74'370 | 12'704 | 19'025 CHF | 3'381 CHF | 31.85% | 31.85% |
04.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 220'000 | 10'000 | 219'473 | 10'000 | 50'590 CHF | 2'405 CHF | 5.36% | 5.36% |
03.07.2024 | 26.47% | 0.15 CHF | 0.19 CHF | 5'000 | 5'000 | 2'330 | 2'330 | 347 CHF | 451 CHF | 79.13% | 79.13% |
02.07.2024 | 63.61% | 0.11 CHF | 0.16 CHF | 5'000 | 5'000 | 5'240 | 2'903 | 395 CHF | 302 CHF | 89.43% | 89.43% |