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 | 1.55% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'721 | 30'736 | 51'752 CHF | 20'090 CHF | 55.81% | 55.81% |
12.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 94'534 | 38'678 | 53'347 CHF | 22'527 CHF | 33.80% | 33.80% |
11.07.2024 | 6.95% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 43'089 | 28'026 | 23'987 CHF | 16'464 CHF | 66.48% | 66.48% |
10.07.2024 | 9.87% | 0.55 CHF | 0.60 CHF | 50'000 | 50'000 | 25'913 | 25'913 | 13'917 CHF | 15'331 CHF | 90.23% | 90.23% |
09.07.2024 | 10.65% | 0.49 CHF | 0.54 CHF | 50'000 | 50'000 | 25'354 | 25'354 | 12'298 CHF | 13'655 CHF | 99.65% | 99.65% |
08.07.2024 | 10.66% | 0.47 CHF | 0.52 CHF | 50'000 | 50'000 | 26'501 | 26'501 | 12'434 CHF | 13'817 CHF | 82.07% | 82.07% |
05.07.2024 | 4.11% | 0.45 CHF | 0.51 CHF | 50'000 | 50'000 | 105'345 | 25'466 | 46'045 CHF | 11'852 CHF | 98.33% | 98.33% |
04.07.2024 | 11.25% | 0.42 CHF | 0.48 CHF | 50'000 | 50'000 | 30'869 | 27'628 | 12'929 CHF | 12'984 CHF | 81.13% | 81.13% |
03.07.2024 | 11.69% | 0.38 CHF | 0.43 CHF | 50'000 | 50'000 | 26'693 | 26'693 | 11'996 CHF | 13'462 CHF | 84.87% | 84.87% |
02.07.2024 | 11.67% | 0.42 CHF | 0.47 CHF | 50'000 | 50'000 | 27'914 | 27'906 | 11'457 CHF | 12'910 CHF | 67.42% | 67.42% |