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 | 5.80% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 305'093 | 25'806 | 51'022 CHF | 4'670 CHF | 93.72% | 93.72% |
12.07.2024 | 33.14% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 205'208 | 16'309 | 19'532 CHF | 1'846 CHF | 96.41% | 96.41% |
11.07.2024 | 13.57% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 94'320 | 17'163 | 21'229 CHF | 4'083 CHF | 95.01% | 95.01% |
10.07.2024 | 19.97% | 0.19 CHF | 0.24 CHF | 5'000 | 5'000 | 2'906 | 2'906 | 570 CHF | 695 CHF | 97.25% | 97.25% |
09.07.2024 | 26.92% | 0.17 CHF | 0.21 CHF | 5'000 | 5'000 | 2'873 | 2'873 | 425 CHF | 553 CHF | 99.37% | 99.37% |
08.07.2024 | 28.92% | 0.16 CHF | 0.20 CHF | 5'000 | 5'000 | 2'883 | 2'883 | 376 CHF | 499 CHF | 97.81% | 97.81% |
05.07.2024 | 19.88% | 0.14 CHF | 0.18 CHF | 5'000 | 5'000 | 118'554 | 12'703 | 18'513 CHF | 2'129 CHF | 31.85% | 31.85% |
04.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 360'000 | 10'000 | 360'000 | 10'000 | 50'400 CHF | 1'500 CHF | 5.36% | 5.36% |
03.07.2024 | 43.75% | 0.08 CHF | 0.12 CHF | 5'000 | 5'000 | 2'330 | 2'330 | 186 CHF | 287 CHF | 79.13% | 79.13% |
02.07.2024 | 109.85% | 0.06 CHF | 0.10 CHF | 5'000 | 5'000 | 5'240 | 2'902 | 196 CHF | 199 CHF | 89.43% | 89.43% |