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 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'795 | 30'733 | 51'890 CHF | 26'623 CHF | 55.82% | 55.82% |
12.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 38'669 | 53'304 CHF | 30'173 CHF | 33.82% | 33.82% |
11.07.2024 | 5.08% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 34'637 | 27'979 | 26'052 CHF | 21'893 CHF | 66.41% | 66.41% |
10.07.2024 | 7.23% | 0.75 CHF | 0.80 CHF | 50'000 | 50'000 | 25'909 | 25'909 | 18'901 CHF | 20'292 CHF | 90.27% | 90.27% |
09.07.2024 | 7.78% | 0.67 CHF | 0.72 CHF | 50'000 | 50'000 | 25'350 | 25'350 | 16'849 CHF | 18'191 CHF | 99.68% | 99.68% |
08.07.2024 | 7.98% | 0.65 CHF | 0.70 CHF | 50'000 | 50'000 | 26'497 | 26'497 | 17'061 CHF | 18'452 CHF | 82.11% | 82.11% |
05.07.2024 | 3.04% | 0.62 CHF | 0.67 CHF | 50'000 | 50'000 | 81'629 | 25'463 | 48'617 CHF | 15'945 CHF | 98.36% | 98.36% |
04.07.2024 | 8.51% | 0.59 CHF | 0.64 CHF | 50'000 | 50'000 | 29'876 | 27'628 | 17'257 CHF | 17'399 CHF | 81.13% | 81.13% |
03.07.2024 | 8.31% | 0.53 CHF | 0.58 CHF | 50'000 | 50'000 | 26'693 | 26'693 | 16'510 CHF | 17'931 CHF | 84.87% | 84.87% |
02.07.2024 | 8.70% | 0.58 CHF | 0.64 CHF | 50'000 | 50'000 | 27'899 | 27'894 | 15'913 CHF | 17'381 CHF | 67.46% | 67.46% |