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 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 68'477 | 30'736 | 55'175 CHF | 25'170 CHF | 55.80% | 55.80% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 75'679 | 38'681 | 52'545 CHF | 27'709 CHF | 33.80% | 33.80% |
11.07.2024 | 5.61% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 37'957 | 28'029 | 25'943 CHF | 20'031 CHF | 66.46% | 66.46% |
10.07.2024 | 8.12% | 0.67 CHF | 0.72 CHF | 50'000 | 50'000 | 25'914 | 25'914 | 17'023 CHF | 18'439 CHF | 90.23% | 90.23% |
09.07.2024 | 8.98% | 0.59 CHF | 0.64 CHF | 50'000 | 50'000 | 25'355 | 25'355 | 14'738 CHF | 16'091 CHF | 99.64% | 99.64% |
08.07.2024 | 9.11% | 0.56 CHF | 0.61 CHF | 50'000 | 50'000 | 26'500 | 26'500 | 14'811 CHF | 16'200 CHF | 82.05% | 82.05% |
05.07.2024 | 3.57% | 0.53 CHF | 0.58 CHF | 50'000 | 50'000 | 91'186 | 25'472 | 45'860 CHF | 13'611 CHF | 98.26% | 98.26% |
04.07.2024 | 10.13% | 0.49 CHF | 0.54 CHF | 50'000 | 50'000 | 30'435 | 27'624 | 14'753 CHF | 14'871 CHF | 81.10% | 81.10% |
03.07.2024 | 9.44% | 0.44 CHF | 0.49 CHF | 50'000 | 50'000 | 26'692 | 26'692 | 14'187 CHF | 15'596 CHF | 84.83% | 84.83% |
02.07.2024 | 10.14% | 0.49 CHF | 0.54 CHF | 50'000 | 50'000 | 27'902 | 27'896 | 13'400 CHF | 14'862 CHF | 67.36% | 67.36% |