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 | 2.45% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 129'185 | 25'810 | 52'068 CHF | 10'849 CHF | 93.68% | 93.68% |
12.07.2024 | 12.69% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 87'591 | 16'309 | 22'303 CHF | 4'615 CHF | 96.41% | 96.41% |
11.07.2024 | 6.54% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 45'404 | 17'217 | 22'270 CHF | 8'689 CHF | 95.13% | 95.13% |
10.07.2024 | 9.35% | 0.45 CHF | 0.49 CHF | 5'000 | 5'000 | 2'906 | 2'906 | 1'308 CHF | 1'435 CHF | 97.25% | 97.25% |
09.07.2024 | 12.07% | 0.41 CHF | 0.45 CHF | 5'000 | 5'000 | 2'874 | 2'874 | 1'040 CHF | 1'169 CHF | 99.46% | 99.46% |
08.07.2024 | 12.59% | 0.38 CHF | 0.42 CHF | 5'000 | 5'000 | 2'883 | 2'883 | 942 CHF | 1'066 CHF | 97.81% | 97.81% |
05.07.2024 | 8.94% | 0.34 CHF | 0.38 CHF | 5'000 | 5'000 | 53'315 | 12'705 | 19'065 CHF | 4'663 CHF | 31.85% | 31.85% |
04.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 160'000 | 10'000 | 159'702 | 10'000 | 52'672 CHF | 3'398 CHF | 5.36% | 5.36% |
03.07.2024 | 18.05% | 0.23 CHF | 0.27 CHF | 5'000 | 5'000 | 2'330 | 2'330 | 523 CHF | 625 CHF | 79.13% | 79.13% |
02.07.2024 | 41.69% | 0.18 CHF | 0.22 CHF | 5'000 | 5'000 | 4'488 | 2'899 | 526 CHF | 420 CHF | 89.30% | 89.30% |